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Stock and ETF performance explorer

PESI price history and return analytics

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+236.1%
VT return
+226.9%
Excess return
+9.2%
Maximum drawdown
-65.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioVTExcessAlpha
1D-1.8%-0.9%-1.0%-1.2%
7D-0.7%-2.0%+1.3%+0.9%
30D+4.6%-1.4%+6.0%+5.9%
3M+93.1%+4.7%+88.4%+86.8%
6M+36.8%+11.4%+25.5%+26.6%
YTD+45.0%+13.1%+31.9%+33.2%
1Y+81.4%+19.0%+62.4%+60.9%
3Y+53.9%+73.9%-20.1%+7.5%
5Y+186.9%+65.4%+121.6%+105.7%
All+236.1%+226.9%+9.2%+70.7%

Cumulative growth

Daily Returns

Daily percentage return beside VT.

Daily Out/Under-Performance

Portfolio return minus VT return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…

10y analysis · Full analysis span regression · 6 months rolling