-21.5%
PFE vs EL
-66.1%
+44.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.9% | -1.9% |
| 7D | -3.7% | +0.8% | -4.5% | -3.8% |
| 30D | +5.0% | +16.5% | -11.6% | +3.2% |
| 3M | +12.2% | +29.2% | -17.0% | +9.0% |
| 6M | +14.6% | +27.9% | -13.3% | +11.2% |
| YTD | +24.1% | +6.2% | +17.9% | +22.2% |
| 1Y | +26.6% | +27.2% | -0.6% | +22.2% |
| 3Y | +14.3% | +3.2% | +11.1% | +8.2% |
| All | -21.5% | -66.1% | +44.7% | -20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling