+2,353.8%
ELV vs PNR
+735.8%
+1,618.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.6% |
| 7D | -2.2% | -3.9% | +1.7% | -0.9% |
| 30D | -0.2% | -13.8% | +13.6% | +4.9% |
| 3M | -6.1% | -22.5% | +16.4% | +2.0% |
| 6M | +42.8% | -37.2% | +80.0% | +65.7% |
| YTD | +14.4% | -44.2% | +58.6% | +37.8% |
| 1Y | +28.6% | -46.6% | +75.3% | +57.2% |
| 3Y | -7.4% | -12.5% | +5.1% | -7.8% |
| 5Y | +14.5% | -19.3% | +33.8% | +14.1% |
| 10Y | +257.4% | +67.5% | +190.0% | +161.7% |
| All | +2,353.8% | +735.8% | +1,618.1% | +1,157.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling