+18.8%
ELV vs PCOR
-7.7%
+26.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.1% |
| 7D | -1.1% | +2.5% | -3.6% | -1.2% |
| 30D | +1.8% | +37.9% | -36.1% | -0.3% |
| 3M | +10.5% | +32.0% | -21.5% | +8.4% |
| 6M | +13.5% | +54.7% | -41.3% | +10.1% |
| YTD | +24.3% | +6.6% | +17.7% | +22.7% |
| 1Y | +38.9% | -1.7% | +40.6% | +37.6% |
| 3Y | -1.5% | +49.0% | -50.4% | -5.4% |
| 5Y | +7.3% | -12.5% | +19.8% | +3.4% |
| All | +18.8% | -7.7% | +26.6% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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