-2.5%
PFE vs ESI
+79.8%
-82.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.2% | -1.6% |
| 7D | +1.8% | +3.3% | -1.6% | +1.3% |
| 30D | +10.2% | -5.9% | +16.1% | +11.0% |
| 3M | +12.7% | -14.1% | +26.8% | +14.2% |
| 6M | +10.5% | +6.6% | +4.0% | +7.1% |
| YTD | +20.2% | +45.0% | -24.9% | +9.1% |
| 1Y | +24.1% | +41.5% | -17.4% | +12.9% |
| All | -2.5% | +79.8% | -82.3% | -17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling