+48.8%
PFE vs ELV
+268.6%
-219.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.2% |
| 7D | -1.7% | +1.0% | -2.7% | -2.0% |
| 30D | +0.3% | +0.4% | 0.0% | +0.2% |
| 3M | +9.4% | +8.4% | +1.0% | +6.9% |
| 6M | +14.9% | +8.4% | +6.5% | +11.7% |
| YTD | +23.8% | +24.4% | -0.6% | +14.7% |
| 1Y | +19.5% | +33.5% | -14.0% | +8.5% |
| 3Y | +21.0% | -2.1% | +23.1% | +17.2% |
| 5Y | -23.9% | +5.8% | -29.7% | -29.0% |
| All | +48.8% | +268.6% | -219.8% | +7.2% |
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