-4.6%
PEP vs ESI
+64.8%
-69.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.0% | +8.2% | -0.2% |
| 7D | +6.7% | -13.1% | +19.8% | +6.0% |
| 30D | +13.5% | -18.5% | +32.0% | +12.7% |
| 3M | +3.9% | -19.6% | +23.5% | +3.1% |
| 6M | -6.0% | -29.8% | +23.8% | -7.0% |
| YTD | +2.5% | +23.9% | -21.4% | +0.4% |
| 1Y | +3.9% | +15.0% | -11.0% | +1.9% |
| All | -4.6% | +64.8% | -69.4% | -9.5% |
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