+89.7%
PFE vs ELV
+2,444.2%
-2,354.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.5% | -0.8% |
| 7D | +1.8% | +3.3% | -1.6% | +0.8% |
| 30D | +10.2% | +4.2% | +6.1% | +8.9% |
| 3M | +12.7% | -0.1% | +12.7% | +12.1% |
| 6M | +10.5% | +41.3% | -30.7% | -0.8% |
| YTD | +20.2% | +17.4% | +2.7% | +12.8% |
| 1Y | +24.1% | +35.1% | -11.0% | +11.6% |
| 3Y | -3.6% | -3.2% | -0.3% | -6.8% |
| 5Y | -20.9% | +15.6% | -36.5% | -28.6% |
| 10Y | +35.8% | +276.8% | -240.9% | -18.0% |
| All | +89.7% | +2,444.2% | -2,354.6% | -36.9% |
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