+91.3%
PEP vs ESI
+321.1%
-229.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +1.0% | -1.0% |
| 7D | -0.3% | +8.3% | -8.6% | -1.1% |
| 30D | +11.8% | -10.4% | +22.2% | +12.7% |
| 3M | +3.7% | -13.2% | +16.8% | +4.7% |
| 6M | -4.3% | -23.9% | +19.6% | -2.6% |
| YTD | +2.1% | +34.2% | -32.1% | -3.7% |
| 1Y | +2.5% | +22.2% | -19.7% | -2.3% |
| 3Y | -5.0% | +79.2% | -84.3% | -15.9% |
| 5Y | +2.9% | +38.1% | -35.3% | -6.5% |
| All | +91.3% | +321.1% | -229.8% | +45.3% |
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