+22.2%
ELV vs PPG
-24.1%
+46.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +3.2% | -6.2% | +9.4% | +4.6% |
| 30D | +5.4% | -7.9% | +13.3% | +7.2% |
| 3M | +5.4% | -10.2% | +15.6% | +7.5% |
| 6M | +45.7% | +2.7% | +43.1% | +43.5% |
| YTD | +21.2% | +4.9% | +16.3% | +18.9% |
| 1Y | +35.6% | -3.2% | +38.8% | +35.2% |
| 3Y | -2.0% | -17.0% | +15.0% | +0.6% |
| All | +22.2% | -24.1% | +46.3% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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