+156.4%
ELV vs PENG
+762.7%
-606.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.4% | -8.2% | -2.2% |
| 7D | +3.3% | +4.5% | -1.2% | +2.9% |
| 30D | +4.2% | -7.1% | +11.3% | +4.5% |
| 3M | -0.1% | -27.3% | +27.2% | +1.0% |
| 6M | +41.3% | +169.6% | -128.3% | +26.3% |
| YTD | +17.4% | +164.6% | -147.2% | +5.0% |
| 1Y | +35.1% | +109.5% | -74.4% | +22.6% |
| 3Y | -3.2% | +98.9% | -102.2% | -15.6% |
| 5Y | +15.6% | +116.3% | -100.6% | -3.2% |
| All | +156.4% | +762.7% | -606.3% | +93.1% |
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 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