+14.6%
PFE vs ESI
-29.2%
+43.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.6% | -1.5% |
| 7D | -3.7% | -8.5% | +4.8% | -4.3% |
| 30D | +5.0% | -15.7% | +20.6% | +3.8% |
| 3M | +12.2% | -18.2% | +30.4% | +10.6% |
| 6M | +14.6% | -28.8% | +43.4% | +11.4% |
| All | +14.6% | -29.2% | +43.8% | +11.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling