-21.5%
PFE vs ELV
+6.8%
-28.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -0.1% |
| 7D | -0.7% | +3.8% | -4.5% | -1.4% |
| 30D | +5.3% | +4.1% | +1.2% | +4.5% |
| 3M | +10.1% | +8.5% | +1.6% | +8.3% |
| 6M | +18.0% | +14.6% | +3.4% | +14.3% |
| YTD | +25.8% | +24.4% | +1.4% | +18.7% |
| 1Y | +28.4% | +44.2% | -15.8% | +16.9% |
| 3Y | +20.9% | -1.4% | +22.3% | +17.8% |
| 5Y | -21.5% | +8.8% | -30.3% | -21.7% |
| All | -21.5% | +6.8% | -28.3% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling