-22.2%
PFE vs ELV
+14.2%
-36.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -1.0% | -2.1% |
| 7D | -2.7% | -0.3% | -2.4% | -2.6% |
| 30D | +3.8% | +2.0% | +1.9% | +3.4% |
| 3M | +10.4% | -3.5% | +13.9% | +10.8% |
| 6M | +6.3% | +40.2% | -33.9% | -1.4% |
| YTD | +17.4% | +15.8% | +1.5% | +12.4% |
| 1Y | +21.1% | +33.2% | -12.0% | +12.3% |
| 3Y | -1.6% | -6.2% | +4.6% | -3.4% |
| 5Y | -22.2% | +16.4% | -38.6% | -24.6% |
| All | -22.2% | +14.2% | -36.4% | -24.6% |
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