+3,391.6%
PFE vs ED
+2,460.7%
+930.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.7% | -0.7% |
| 7D | -3.7% | +1.6% | -5.3% | -4.3% |
| 30D | +5.0% | +13.3% | -8.3% | +0.1% |
| 3M | +12.2% | +9.7% | +2.5% | +8.2% |
| 6M | +14.6% | +12.8% | +1.8% | +9.2% |
| YTD | +24.1% | +22.3% | +1.8% | +14.4% |
| 1Y | +26.6% | +26.3% | +0.3% | +15.2% |
| 3Y | +14.3% | +45.0% | -30.7% | -2.6% |
| 5Y | -21.9% | +80.2% | -102.1% | -39.4% |
| 10Y | +62.6% | +129.9% | -67.2% | +11.4% |
| All | +3,391.6% | +2,460.7% | +930.9% | +822.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling