+20.3%
PFE vs EFV
+27.3%
-7.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.5% |
| 7D | -4.3% | -0.5% | -3.8% | -4.0% |
| 30D | +2.7% | 0.0% | +2.7% | +2.7% |
| 3M | +10.0% | +8.4% | +1.6% | +4.5% |
| 6M | +7.2% | +12.3% | -5.2% | -0.8% |
| YTD | +17.3% | +17.4% | -0.1% | +1.6% |
| 1Y | +20.3% | +27.1% | -6.8% | -6.9% |
| All | +20.3% | +27.3% | -7.0% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling