+40.8%
PEG vs ESI
+39.6%
+1.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.4% |
| 7D | +2.6% | -6.6% | +9.2% | +3.5% |
| 30D | +3.3% | -9.8% | +13.1% | +4.7% |
| 3M | +1.1% | -11.9% | +13.0% | +2.6% |
| 6M | -1.4% | -25.1% | +23.6% | +2.0% |
| YTD | -4.6% | +31.9% | -36.5% | -12.5% |
| 1Y | -7.2% | +19.2% | -26.4% | -13.3% |
| 3Y | +33.7% | +76.2% | -42.4% | +11.5% |
| 5Y | +40.8% | +39.4% | +1.4% | +19.9% |
| All | +40.8% | +39.6% | +1.3% | +19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling