+15.9%
ELV vs PENG
+115.2%
-99.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.4% | -8.2% | -1.9% |
| 7D | +3.3% | +4.5% | -1.2% | +3.2% |
| 30D | +4.2% | -7.1% | +11.3% | +4.2% |
| 3M | -0.1% | -27.3% | +27.2% | +0.2% |
| 6M | +41.3% | +169.6% | -128.3% | +35.8% |
| YTD | +17.4% | +164.6% | -147.2% | +12.9% |
| 1Y | +35.1% | +109.5% | -74.4% | +30.3% |
| 3Y | -3.2% | +98.9% | -102.2% | -7.7% |
| All | +15.9% | +115.2% | -99.3% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling