+763.6%
PFE vs EL
+1,685.7%
-922.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.2% | -1.9% |
| 7D | +1.8% | +0.8% | +1.0% | +1.6% |
| 30D | +10.2% | +19.8% | -9.6% | +5.7% |
| 3M | +12.7% | +25.7% | -13.0% | +6.8% |
| 6M | +10.5% | +5.4% | +5.1% | +7.9% |
| YTD | +20.2% | +0.2% | +19.9% | +17.7% |
| 1Y | +24.1% | +20.4% | +3.6% | +16.1% |
| 3Y | -3.6% | -32.1% | +28.6% | -2.4% |
| 5Y | -20.9% | -67.2% | +46.3% | -7.4% |
| 10Y | +35.8% | +31.7% | +4.1% | +7.6% |
| All | +763.6% | +1,685.7% | -922.2% | +262.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling