-21.5%
PFE vs ESI
+28.5%
-49.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.6% | -1.9% |
| 7D | -3.7% | -8.5% | +4.8% | -2.7% |
| 30D | +5.0% | -15.7% | +20.6% | +7.0% |
| 3M | +12.2% | -18.2% | +30.4% | +14.6% |
| 6M | +14.6% | -28.8% | +43.4% | +18.7% |
| YTD | +24.1% | +26.3% | -2.1% | +15.3% |
| 1Y | +26.6% | +18.2% | +8.3% | +18.7% |
| 3Y | +14.3% | +68.1% | -53.8% | -0.9% |
| All | -21.5% | +28.5% | -49.9% | -36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling