+3,280.0%
PFE vs ES
+1,243.3%
+2,036.7%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.7% | -1.1% |
| 7D | +1.8% | +0.3% | +1.5% | +1.6% |
| 30D | +10.2% | -2.0% | +12.2% | +10.8% |
| 3M | +12.7% | +1.7% | +11.0% | +12.0% |
| 6M | +10.5% | -3.5% | +14.1% | +11.4% |
| YTD | +20.2% | +7.9% | +12.2% | +16.9% |
| 1Y | +24.1% | +17.2% | +6.9% | +17.3% |
| 3Y | -3.6% | +29.3% | -32.9% | -12.6% |
| 5Y | -20.9% | -5.7% | -15.1% | -21.7% |
| 10Y | +35.8% | +85.2% | -49.4% | +8.4% |
| All | +3,280.0% | +1,243.3% | +2,036.7% | +1,393.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling