+2,353.8%
ELV vs PNC
+803.8%
+1,550.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.3% | -1.0% |
| 7D | -2.2% | -0.7% | -1.5% | -2.0% |
| 30D | -0.2% | -4.4% | +4.2% | +1.1% |
| 3M | -6.1% | +4.5% | -10.6% | -7.4% |
| 6M | +42.8% | +19.1% | +23.8% | +35.5% |
| YTD | +14.4% | +18.0% | -3.6% | +8.4% |
| 1Y | +28.6% | +24.1% | +4.6% | +20.0% |
| 3Y | -7.4% | +130.0% | -137.4% | -29.7% |
| 5Y | +14.5% | +50.4% | -35.9% | -3.2% |
| 10Y | +257.4% | +271.3% | -13.9% | +126.5% |
| All | +2,353.8% | +803.8% | +1,550.0% | +879.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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