+70.5%
PFE vs ESI
+224.6%
-154.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.3% |
| 6M | +10.5% | +6.6% | +4.0% | +8.2% |
| YTD | +20.2% | +45.0% | -24.9% | +12.3% |
| 1Y | +24.1% | +41.5% | -17.4% | +16.2% |
| 3Y | -3.6% | +78.8% | -82.3% | -13.6% |
| 5Y | -20.9% | +70.9% | -91.7% | -29.6% |
| 10Y | +35.8% | +317.1% | -281.2% | +3.9% |
| All | +70.5% | +224.6% | -154.1% | +38.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling