+6.4%
ELV vs PFG
+92.7%
-86.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.2% |
| 7D | +1.0% | +2.4% | -1.4% | +0.3% |
| 30D | +0.4% | +5.9% | -5.5% | -1.1% |
| 3M | +8.4% | -0.4% | +8.8% | +8.3% |
| 6M | +8.4% | +14.8% | -6.4% | +4.6% |
| YTD | +24.4% | +31.9% | -7.5% | +15.9% |
| 1Y | +33.5% | +38.8% | -5.3% | +23.0% |
| 3Y | -2.1% | +82.4% | -84.5% | -17.9% |
| All | +6.4% | +92.7% | -86.3% | -14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling