-7.5%
ELV vs PFGC
+61.7%
-69.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.1% |
| 7D | -2.2% | -3.7% | +1.5% | -1.7% |
| 30D | -0.2% | -16.0% | +15.8% | +2.0% |
| 3M | -6.1% | -4.1% | -2.0% | -5.7% |
| 6M | +42.8% | +8.7% | +34.1% | +40.6% |
| YTD | +14.4% | +6.4% | +8.0% | +12.5% |
| 1Y | +28.6% | -8.4% | +37.0% | +29.6% |
| All | -7.5% | +61.7% | -69.2% | -15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling