+33.5%
PEG vs ESI
+82.9%
-49.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.2% | +0.7% |
| 7D | +1.0% | +5.4% | -4.3% | +0.4% |
| 30D | -1.9% | -4.2% | +2.3% | -1.4% |
| 3M | -3.7% | -9.6% | +5.9% | -3.1% |
| 6M | -9.4% | +18.3% | -27.8% | -13.3% |
| YTD | -6.0% | +45.8% | -51.8% | -13.6% |
| 1Y | -4.4% | +39.2% | -43.5% | -11.6% |
| 3Y | +33.5% | +86.3% | -52.7% | +12.2% |
| All | +33.5% | +82.9% | -49.4% | +12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling