+99.2%
PFE vs ELV
+2,593.2%
-2,493.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -3.0% | -1.1% | -1.9% | -2.7% |
| 30D | +5.2% | +1.8% | +3.5% | +4.7% |
| 3M | +12.2% | +10.5% | +1.7% | +8.9% |
| 6M | +17.8% | +13.5% | +4.3% | +12.8% |
| YTD | +26.2% | +24.3% | +1.9% | +16.4% |
| 1Y | +23.2% | +38.9% | -15.8% | +9.9% |
| 3Y | +21.3% | -1.5% | +22.7% | +16.7% |
| 5Y | -23.1% | +7.3% | -30.4% | -28.8% |
| 10Y | +50.7% | +268.7% | -218.0% | -8.4% |
| All | +99.2% | +2,593.2% | -2,493.9% | -34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling