+169.0%
ELV vs PENG
+597.2%
-428.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +12.4% | -13.9% | -2.3% |
| 7D | +1.3% | -19.4% | +20.8% | +2.4% |
| 30D | +5.3% | -42.4% | +47.7% | +8.6% |
| 3M | +9.2% | -25.6% | +34.9% | +10.2% |
| 6M | +14.5% | +7.3% | +7.3% | +10.0% |
| YTD | +23.2% | +113.9% | -90.7% | +10.7% |
| 1Y | +38.0% | +93.6% | -55.5% | +24.8% |
| 3Y | -1.5% | +170.2% | -171.8% | -17.0% |
| 5Y | +8.5% | +44.2% | -35.7% | -6.1% |
| All | +169.0% | +597.2% | -428.2% | +103.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling