+48.8%
PFE vs EFV
+163.3%
-114.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | -1.7% | +2.5% | -4.2% | -3.0% |
| 30D | +0.3% | +2.9% | -2.6% | -1.2% |
| 3M | +9.4% | -1.4% | +10.8% | +10.1% |
| 6M | +14.9% | +5.5% | +9.4% | +11.4% |
| YTD | +23.8% | +16.1% | +7.7% | +14.0% |
| 1Y | +19.5% | +20.3% | -0.8% | +8.0% |
| 3Y | +21.0% | +90.4% | -69.4% | -14.2% |
| 5Y | -23.9% | +93.5% | -117.4% | -47.1% |
| All | +48.8% | +163.3% | -114.5% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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