-23.8%
PFE vs ESI
+36.5%
-60.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -1.7% | +5.5% | -7.2% | -2.4% |
| 30D | +0.3% | -7.8% | +8.1% | +1.1% |
| 3M | +9.4% | -15.0% | +24.4% | +11.2% |
| 6M | +14.9% | -24.9% | +39.8% | +18.3% |
| YTD | +23.8% | +33.2% | -9.4% | +14.1% |
| 1Y | +19.5% | +24.9% | -5.4% | +11.3% |
| 3Y | +21.0% | +77.8% | -56.7% | +4.0% |
| All | -23.8% | +36.5% | -60.3% | -42.0% |
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