+22.2%
ELV vs PNR
-21.7%
+43.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +3.2% | -6.0% | +9.2% | +4.4% |
| 30D | +5.4% | -14.0% | +19.3% | +8.4% |
| 3M | +5.4% | -21.7% | +27.0% | +10.2% |
| 6M | +45.7% | -37.3% | +83.0% | +58.1% |
| YTD | +21.2% | -45.1% | +66.3% | +34.4% |
| 1Y | +35.6% | -49.1% | +84.7% | +52.4% |
| 3Y | -2.0% | -14.8% | +12.8% | -1.4% |
| All | +22.2% | -21.7% | +43.9% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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