+12.3%
ELV vs PCOR
-30.9%
+43.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.5% | -1.5% |
| 7D | +3.3% | -9.0% | +12.3% | +3.8% |
| 30D | +4.2% | +4.2% | 0.0% | +3.9% |
| 3M | -0.1% | +14.4% | -14.5% | -1.1% |
| 6M | +41.3% | +0.2% | +41.1% | +40.5% |
| YTD | +17.4% | -20.3% | +37.7% | +18.1% |
| 1Y | +35.1% | -16.1% | +51.2% | +35.3% |
| 3Y | -3.2% | -14.7% | +11.5% | -4.1% |
| 5Y | +15.6% | -43.2% | +58.8% | +13.8% |
| All | +12.3% | -30.9% | +43.2% | +11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling