-23.8%
PFE vs ED
+85.1%
-108.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.2% |
| 7D | -1.7% | +2.1% | -3.8% | -2.3% |
| 30D | +0.3% | +10.4% | -10.1% | -2.6% |
| 3M | +9.4% | +12.5% | -3.2% | +5.5% |
| 6M | +14.9% | +14.9% | 0.0% | +10.0% |
| YTD | +23.8% | +24.8% | -1.0% | +15.3% |
| 1Y | +19.5% | +23.8% | -4.3% | +11.5% |
| 3Y | +21.0% | +51.6% | -30.6% | +3.8% |
| All | -23.8% | +85.1% | -108.9% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling