+35.2%
PFE vs ELV
+257.3%
-222.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.2% | +0.3% |
| 7D | -4.3% | -2.2% | -2.1% | -3.7% |
| 30D | +2.7% | -0.2% | +2.9% | +2.7% |
| 3M | +10.0% | -6.1% | +16.1% | +11.3% |
| 6M | +7.2% | +42.8% | -35.7% | -3.6% |
| YTD | +17.3% | +14.4% | +2.9% | +11.2% |
| 1Y | +20.3% | +28.6% | -8.3% | +10.1% |
| 3Y | -1.6% | -7.4% | +5.8% | -3.5% |
| 5Y | -21.4% | +14.5% | -35.8% | -29.0% |
| 10Y | +35.2% | +257.4% | -222.2% | -13.5% |
| All | +35.2% | +257.3% | -222.1% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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