+259.2%
ELV vs PFGC
+485.1%
-225.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | +1.0% | +3.4% | -2.5% | +0.3% |
| 30D | +0.4% | +16.9% | -16.5% | -2.4% |
| 3M | +8.4% | +6.4% | +2.0% | +7.0% |
| 6M | +8.4% | +16.0% | -7.6% | +5.3% |
| YTD | +24.4% | +23.6% | +0.7% | +18.9% |
| 1Y | +33.5% | +16.6% | +16.9% | +28.9% |
| 3Y | -2.1% | +82.3% | -84.4% | -13.2% |
| 5Y | +5.8% | +138.7% | -132.9% | -12.2% |
| 10Y | +268.9% | +352.8% | -83.9% | +176.5% |
| All | +259.2% | +485.1% | -225.9% | +154.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling