+26.0%
PFE vs ED
+24.7%
+1.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -4.7% | -0.1% | -4.6% | -4.7% |
| 30D | +3.4% | +11.6% | -8.2% | +1.4% |
| 3M | +9.2% | +10.5% | -1.3% | +7.3% |
| 6M | +15.8% | +13.2% | +2.6% | +13.2% |
| YTD | +23.4% | +22.1% | +1.3% | +18.6% |
| All | +26.0% | +24.7% | +1.3% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling