+22.2%
ELV vs PFGC
+110.3%
-88.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.6% |
| 7D | +3.2% | -4.8% | +8.0% | +4.0% |
| 30D | +5.4% | -12.5% | +17.9% | +7.5% |
| 3M | +5.4% | -9.7% | +15.1% | +6.8% |
| 6M | +45.7% | +7.0% | +38.7% | +43.6% |
| YTD | +21.2% | +4.5% | +16.7% | +19.5% |
| 1Y | +35.6% | -11.6% | +47.2% | +37.4% |
| 3Y | -2.0% | +58.5% | -60.5% | -10.8% |
| All | +22.2% | +110.3% | -88.1% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling