+16.4%
ELV vs PAAS
+117.9%
-101.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | -0.3% | +2.0% | -2.3% | -0.4% |
| 30D | +2.0% | -0.1% | +2.0% | +1.9% |
| 3M | -3.5% | +8.2% | -11.7% | -4.1% |
| 6M | +40.2% | -13.8% | +54.0% | +40.7% |
| YTD | +15.8% | -0.6% | +16.5% | +15.0% |
| 1Y | +33.2% | +44.0% | -10.8% | +28.9% |
| 3Y | -6.2% | +246.6% | -252.8% | -17.3% |
| 5Y | +16.4% | +116.1% | -99.7% | +9.9% |
| All | +16.4% | +117.9% | -101.5% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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