+12.0%
PFE vs ES
-0.3%
+12.3%
-2.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.7% | -1.5% |
| 7D | +1.8% | +0.3% | +1.5% | +1.9% |
| 30D | +10.2% | -2.0% | +12.2% | +9.6% |
| All | +12.0% | -0.3% | +12.3% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1mo: compounded portfolio wealth divided by compounded ES 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…
1mo analysis · Full analysis span regression · Available span rolling