+2,500.0%
ELV vs PBR
+2,379.4%
+120.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +0.7% |
| 7D | +3.2% | +5.4% | -2.2% | +2.4% |
| 30D | +5.4% | +22.9% | -17.5% | +2.0% |
| 3M | +5.4% | +19.6% | -14.3% | +2.3% |
| 6M | +45.7% | +16.5% | +29.2% | +41.5% |
| YTD | +21.2% | +86.7% | -65.5% | +8.9% |
| 1Y | +35.6% | +74.7% | -39.1% | +22.9% |
| 3Y | -2.0% | +102.6% | -104.6% | -14.7% |
| 5Y | +26.0% | +566.6% | -540.6% | -12.5% |
| 10Y | +278.7% | +686.1% | -407.3% | +133.4% |
| All | +2,500.0% | +2,379.4% | +120.6% | +1,337.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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