+0.7%
PFE vs ELV
-4.6%
+5.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.5% | -1.0% |
| 7D | +1.8% | +3.3% | -1.6% | +1.3% |
| 30D | +10.2% | +4.2% | +6.1% | +9.6% |
| 3M | +12.7% | -0.1% | +12.7% | +12.4% |
| 6M | +10.5% | +41.3% | -30.7% | +4.5% |
| YTD | +20.2% | +17.4% | +2.7% | +16.1% |
| 1Y | +24.1% | +35.1% | -11.0% | +17.0% |
| All | +0.7% | -4.6% | +5.3% | +0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling