-22.2%
PFE vs EFV
+96.3%
-118.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.0% |
| 7D | -2.7% | +1.0% | -3.6% | -3.1% |
| 30D | +3.8% | +0.2% | +3.7% | +3.8% |
| 3M | +10.4% | +9.6% | +0.8% | +5.5% |
| 6M | +6.3% | +14.0% | -7.8% | -0.5% |
| YTD | +17.4% | +18.5% | -1.1% | +7.9% |
| 1Y | +21.1% | +27.9% | -6.8% | +7.4% |
| 3Y | -1.6% | +92.4% | -94.0% | -26.8% |
| 5Y | -22.2% | +97.2% | -119.3% | -43.4% |
| All | -22.2% | +96.3% | -118.5% | -43.4% |
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