+76.6%
PEP vs ESI
+307.6%
-231.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | +0.1% | +5.4% | -5.3% | -0.4% |
| 30D | +0.7% | -4.2% | +4.8% | +1.0% |
| 3M | -0.5% | -9.6% | +9.1% | -0.1% |
| 6M | -11.3% | +18.3% | -29.6% | -14.2% |
| YTD | -0.6% | +45.8% | -46.4% | -6.6% |
| 1Y | +1.7% | +39.2% | -37.5% | -4.2% |
| 3Y | -12.5% | +86.3% | -98.7% | -22.1% |
| 5Y | +3.9% | +76.2% | -72.3% | -8.1% |
| 10Y | +76.6% | +306.8% | -230.2% | +33.4% |
| All | +76.6% | +307.6% | -231.0% | +33.4% |
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