-2.0%
ELV vs PENG
+227.7%
-229.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | +0.1% |
| 7D | -0.5% | +34.6% | -35.1% | -0.3% |
| 30D | +1.1% | -35.9% | +37.0% | +1.2% |
| 3M | +8.2% | -14.7% | +22.9% | +8.3% |
| 6M | +10.2% | +13.5% | -3.3% | +9.5% |
| YTD | +24.4% | +156.1% | -131.7% | +21.6% |
| 1Y | +33.8% | +141.3% | -107.5% | +30.6% |
| All | -2.0% | +227.7% | -229.7% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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