+273.7%
ELV vs PBF
+374.8%
-101.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.4% |
| 7D | +3.2% | +5.3% | -2.1% | +2.7% |
| 30D | +5.4% | +11.7% | -6.4% | +4.1% |
| 3M | +5.4% | +91.1% | -85.7% | -1.4% |
| 6M | +45.7% | +88.4% | -42.7% | +35.7% |
| YTD | +21.2% | +194.1% | -172.9% | +7.4% |
| 1Y | +35.6% | +180.4% | -144.8% | +19.9% |
| 3Y | -2.0% | +59.3% | -61.3% | -10.1% |
| 5Y | +26.0% | +816.3% | -790.3% | -10.7% |
| All | +273.7% | +374.8% | -101.1% | +157.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 10y: compounded portfolio wealth divided by compounded PBF 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…
10y analysis · Full analysis span regression · 6 months rolling