+35.6%
PFE vs ED
+101.3%
-65.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.8% |
| 7D | +1.8% | -0.2% | +1.9% | +1.8% |
| 30D | +10.2% | -0.1% | +10.4% | +10.2% |
| 3M | +12.7% | +3.9% | +8.8% | +11.0% |
| 6M | +10.5% | -3.0% | +13.6% | +11.4% |
| YTD | +20.2% | +10.7% | +9.5% | +15.4% |
| 1Y | +24.1% | +13.3% | +10.7% | +17.9% |
| 3Y | -3.6% | +34.5% | -38.1% | -15.1% |
| 5Y | -20.9% | +67.1% | -88.0% | -36.3% |
| All | +35.6% | +101.3% | -65.7% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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