+193.6%
PFE vs EFV
+249.8%
-56.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.3% | -2.0% |
| 7D | -4.7% | +1.7% | -6.4% | -5.6% |
| 30D | +3.4% | +3.4% | -0.1% | +1.5% |
| 3M | +9.2% | -1.7% | +10.9% | +10.1% |
| 6M | +15.8% | +6.4% | +9.4% | +11.8% |
| YTD | +23.4% | +16.3% | +7.2% | +13.4% |
| 1Y | +25.8% | +22.9% | +2.9% | +12.2% |
| 3Y | +17.8% | +92.8% | -75.0% | -17.8% |
| 5Y | -20.2% | +93.5% | -113.7% | -45.1% |
| 10Y | +49.6% | +162.1% | -112.5% | -14.6% |
| All | +193.6% | +249.8% | -56.2% | +32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling