-7.5%
ELV vs PEG
+32.2%
-39.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | +0.1% | -1.1% |
| 7D | -2.2% | -0.1% | -2.1% | -2.2% |
| 30D | -0.2% | -1.7% | +1.5% | 0.0% |
| 3M | -6.1% | -6.8% | +0.7% | -5.2% |
| 6M | +42.8% | -11.4% | +54.2% | +45.0% |
| YTD | +14.4% | -7.2% | +21.6% | +15.5% |
| 1Y | +28.6% | -6.1% | +34.7% | +29.6% |
| All | -7.5% | +32.2% | -39.7% | -13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling