+2,385.0%
ELV vs PEG
+889.2%
+1,495.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.7% |
| 7D | -0.3% | +1.0% | -1.3% | -0.7% |
| 30D | +2.0% | -1.9% | +3.8% | +2.7% |
| 3M | -3.5% | -3.7% | +0.2% | -2.2% |
| 6M | +40.2% | -9.4% | +49.6% | +45.1% |
| YTD | +15.8% | -6.0% | +21.8% | +18.0% |
| 1Y | +33.2% | -4.4% | +37.5% | +34.4% |
| 3Y | -6.2% | +33.5% | -39.8% | -19.2% |
| 5Y | +16.4% | +35.7% | -19.3% | -1.4% |
| 10Y | +259.8% | +140.4% | +119.3% | +139.6% |
| All | +2,385.0% | +889.2% | +1,495.8% | +974.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling