-21.5%
PFE vs ES
+1.4%
-22.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -0.7% |
| 7D | -3.7% | +1.9% | -5.6% | -4.3% |
| 30D | +5.0% | +7.1% | -2.1% | +2.7% |
| 3M | +12.2% | -1.9% | +14.1% | +12.7% |
| 6M | +14.6% | +4.4% | +10.2% | +12.7% |
| YTD | +24.1% | +7.3% | +16.8% | +20.5% |
| 1Y | +26.6% | +2.1% | +24.4% | +24.5% |
| 3Y | +14.3% | +41.8% | -27.5% | -0.7% |
| All | -21.5% | +1.4% | -22.9% | -16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling