+49.6%
PFE vs ESI
+323.5%
-273.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.1% | -5.7% | -1.3% |
| 7D | -4.7% | -3.5% | -1.2% | -4.3% |
| 30D | +3.4% | -9.3% | +12.6% | +4.6% |
| 3M | +9.2% | -12.8% | +22.0% | +10.9% |
| 6M | +15.8% | -24.6% | +40.4% | +19.6% |
| YTD | +23.4% | +32.7% | -9.3% | +14.3% |
| 1Y | +25.8% | +20.3% | +5.5% | +18.5% |
| 3Y | +17.8% | +80.2% | -62.3% | +1.6% |
| 5Y | -20.2% | +40.0% | -60.1% | -29.3% |
| 10Y | +49.6% | +310.8% | -261.2% | +2.9% |
| All | +49.6% | +323.5% | -273.9% | +2.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling