+272.1%
ELV vs PFGC
+292.9%
-20.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.8% | +7.3% | +5.8% |
| 7D | +2.8% | -4.8% | +7.5% | +3.6% |
| 30D | +4.9% | -12.5% | +17.4% | +7.3% |
| 3M | +4.9% | -9.7% | +14.6% | +6.6% |
| 6M | +45.1% | +7.0% | +38.1% | +42.8% |
| YTD | +20.7% | +4.5% | +16.2% | +18.9% |
| 1Y | +35.0% | -11.6% | +46.6% | +36.9% |
| 3Y | -2.4% | +58.5% | -60.9% | -11.5% |
| 5Y | +25.5% | +112.6% | -87.1% | +5.9% |
| All | +272.1% | +292.9% | -20.8% | +192.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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