-8.3%
PEG vs ESI
+34.0%
-42.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.3% | 0.0% |
| 7D | -0.9% | -2.3% | +1.4% | -0.8% |
| 30D | -2.8% | -9.0% | +6.3% | -2.3% |
| 3M | -6.9% | -13.3% | +6.3% | -6.8% |
| 6M | -11.4% | +5.3% | -16.7% | -13.1% |
| YTD | -7.4% | +37.6% | -45.0% | -11.7% |
| 1Y | -8.3% | +33.6% | -41.9% | -12.7% |
| All | -8.3% | +34.0% | -42.3% | -12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling