+120.8%
PESI price history and return analytics
+74.1%
+46.7%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.6% | +8.4% | +7.3% |
| 7D | +21.0% | +0.4% | +20.7% | +20.1% |
| 30D | +13.3% | -2.6% | +15.9% | +17.7% |
| 3M | -13.8% | -3.2% | -10.5% | -9.4% |
| 6M | +41.7% | +0.9% | +40.8% | +40.5% |
| YTD | +23.8% | +11.3% | +12.5% | +7.7% |
| 1Y | +21.1% | +14.0% | +7.1% | +2.6% |
| 3Y | +120.8% | +75.8% | +45.0% | +2.9% |
| All | +120.8% | +74.1% | +46.7% | +2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling