+273.7%
ELV vs PEG
+148.0%
+125.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +3.2% | -0.9% | +4.1% | +3.6% |
| 30D | +5.4% | -3.7% | +9.1% | +7.1% |
| 3M | +5.4% | -7.3% | +12.6% | +8.9% |
| 6M | +45.7% | -10.5% | +56.2% | +52.4% |
| YTD | +21.2% | -7.5% | +28.7% | +24.6% |
| 1Y | +35.6% | -8.7% | +44.3% | +40.0% |
| 3Y | -2.0% | +31.4% | -33.4% | -18.9% |
| 5Y | +26.0% | +37.8% | -11.8% | -0.3% |
| All | +273.7% | +148.0% | +125.7% | +129.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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