-20.2%
PFE vs EFV
+92.7%
-112.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.3% | -1.9% |
| 7D | -4.7% | +1.7% | -6.4% | -5.5% |
| 30D | +3.4% | +3.4% | -0.1% | +1.7% |
| 3M | +9.2% | -1.7% | +10.9% | +10.1% |
| 6M | +15.8% | +6.4% | +9.4% | +12.2% |
| YTD | +23.4% | +16.3% | +7.2% | +14.3% |
| 1Y | +25.8% | +22.9% | +2.9% | +13.5% |
| 3Y | +17.8% | +92.8% | -75.0% | -12.7% |
| 5Y | -20.2% | +93.5% | -113.7% | -43.6% |
| All | -20.2% | +92.7% | -112.9% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling