+49.6%
PFE vs EL
+63.1%
-13.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.4% | -1.0% |
| 7D | -4.7% | +8.0% | -12.7% | -5.9% |
| 30D | +3.4% | +15.4% | -12.1% | +1.0% |
| 3M | +9.2% | +28.5% | -19.3% | +4.7% |
| 6M | +15.8% | +32.2% | -16.4% | +10.1% |
| YTD | +23.4% | +9.2% | +14.3% | +20.0% |
| 1Y | +25.8% | +30.8% | -5.0% | +18.6% |
| 3Y | +17.8% | +3.7% | +14.2% | +10.5% |
| 5Y | -20.2% | -64.8% | +44.6% | -8.1% |
| 10Y | +49.6% | +60.0% | -10.4% | +33.9% |
| All | +49.6% | +63.1% | -13.5% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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