-21.5%
PFE vs ELF
+266.1%
-287.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.7% | -7.4% | -1.8% |
| 7D | -3.7% | +4.0% | -7.7% | -3.8% |
| 30D | +5.0% | +10.6% | -5.6% | +4.6% |
| 3M | +12.2% | +25.8% | -13.6% | +11.3% |
| 6M | +14.6% | +89.1% | -74.5% | +12.3% |
| YTD | +24.1% | +52.7% | -28.6% | +22.2% |
| 1Y | +26.6% | +51.7% | -25.2% | +24.6% |
| 3Y | +14.3% | +14.2% | +0.1% | +9.8% |
| All | -21.5% | +266.1% | -287.6% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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