+11.8%
PESI price history and return analytics
+357.6%
-345.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.6% | +8.4% | +9.5% |
| 7D | +21.0% | +0.4% | +20.7% | +20.8% |
| 30D | +13.3% | -2.6% | +15.9% | +15.2% |
| 3M | -13.8% | -3.2% | -10.5% | -11.9% |
| 6M | +41.7% | +0.9% | +40.8% | +41.6% |
| YTD | +23.8% | +11.3% | +12.5% | +17.7% |
| 1Y | +21.1% | +14.0% | +7.1% | +14.0% |
| 3Y | +120.8% | +75.8% | +45.0% | +68.1% |
| 5Y | +125.0% | +57.8% | +67.1% | +79.0% |
| 10Y | +266.8% | +219.8% | +47.0% | +107.6% |
| All | +11.8% | +357.6% | -345.9% | -54.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling