+7.3%
ELV vs PENG
+42.1%
-34.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +12.4% | -13.9% | -1.6% |
| 7D | +1.3% | -19.4% | +20.8% | +1.5% |
| 30D | +5.3% | -42.4% | +47.7% | +5.9% |
| 3M | +9.2% | -25.6% | +34.9% | +9.4% |
| 6M | +14.5% | +7.3% | +7.3% | +12.9% |
| YTD | +23.2% | +113.9% | -90.7% | +18.6% |
| 1Y | +38.0% | +93.6% | -55.5% | +33.1% |
| 3Y | -1.5% | +170.2% | -171.8% | -7.4% |
| All | +7.3% | +42.1% | -34.8% | +1.1% |
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