+144.9%
PEP vs ESI
+224.6%
-79.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -0.9% |
| 7D | -1.4% | +3.3% | -4.7% | -1.7% |
| 30D | +0.2% | -5.9% | +6.1% | +0.6% |
| 3M | -1.1% | -14.1% | +13.0% | -0.4% |
| 6M | -13.5% | +6.6% | -20.1% | -14.8% |
| YTD | -1.2% | +45.0% | -46.2% | -5.5% |
| 1Y | -1.6% | +41.5% | -43.0% | -5.9% |
| 3Y | -12.5% | +78.8% | -91.3% | -19.1% |
| 5Y | +3.0% | +70.9% | -67.9% | -5.2% |
| 10Y | +73.9% | +317.1% | -243.2% | +43.9% |
| All | +144.9% | +224.6% | -79.8% | +113.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling