+35.7%
PEG vs ESI
+77.4%
-41.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.2% | +0.6% |
| 7D | +1.0% | +5.4% | -4.3% | +0.2% |
| 30D | -1.9% | -4.2% | +2.3% | -1.3% |
| 3M | -3.7% | -9.6% | +5.9% | -2.8% |
| 6M | -9.4% | +18.3% | -27.8% | -13.8% |
| YTD | -6.0% | +45.8% | -51.8% | -14.6% |
| 1Y | -4.4% | +39.2% | -43.5% | -12.6% |
| 3Y | +33.5% | +86.3% | -52.7% | +11.8% |
| 5Y | +35.7% | +76.2% | -40.5% | +12.1% |
| All | +35.7% | +77.4% | -41.7% | +12.1% |
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