+167.5%
PEG vs ESI
+318.1%
-150.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.2% | +1.6% |
| 7D | +4.5% | +5.5% | -1.0% | +3.5% |
| 30D | +7.5% | -7.8% | +15.3% | +8.7% |
| 3M | +0.8% | -15.0% | +15.9% | +3.2% |
| 6M | 0.0% | -24.9% | +24.9% | +3.9% |
| YTD | -3.0% | +33.2% | -36.3% | -10.8% |
| 1Y | -4.7% | +24.9% | -29.7% | -11.4% |
| 3Y | +36.5% | +77.8% | -41.3% | +15.9% |
| 5Y | +44.4% | +37.1% | +7.2% | +26.7% |
| All | +167.5% | +318.1% | -150.5% | +79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ESI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling