+252.7%
ELV vs PFG
+244.6%
+8.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.9% |
| 7D | -2.2% | +3.2% | -5.4% | -3.4% |
| 30D | -0.2% | +0.9% | -1.1% | -0.6% |
| 3M | -6.1% | +7.7% | -13.8% | -8.8% |
| 6M | +42.8% | +29.0% | +13.9% | +29.6% |
| YTD | +14.4% | +32.5% | -18.1% | +2.6% |
| 1Y | +28.6% | +47.3% | -18.7% | +10.6% |
| 3Y | -7.4% | +68.2% | -75.6% | -26.4% |
| 5Y | +14.5% | +108.5% | -94.0% | -19.5% |
| All | +252.7% | +244.6% | +8.2% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling