+35.0%
ELV vs PFGC
-10.1%
+45.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.8% | +7.3% | +5.6% |
| 7D | +2.8% | -4.8% | +7.5% | +3.1% |
| 30D | +4.9% | -12.5% | +17.4% | +5.7% |
| 3M | +4.9% | -9.7% | +14.6% | +5.5% |
| 6M | +45.1% | +7.0% | +38.1% | +43.7% |
| YTD | +20.7% | +4.5% | +16.2% | +18.9% |
| 1Y | +35.0% | -11.6% | +46.6% | +36.5% |
| All | +35.0% | -10.1% | +45.1% | +36.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling