+2,353.8%
ELV vs PPG
+689.0%
+1,664.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.1% | -0.3% |
| 7D | -2.2% | -3.7% | +1.5% | -0.7% |
| 30D | -0.2% | -7.2% | +7.0% | +2.8% |
| 3M | -6.1% | -7.3% | +1.2% | -3.8% |
| 6M | +42.8% | +0.3% | +42.6% | +40.3% |
| YTD | +14.4% | +6.5% | +7.9% | +9.5% |
| 1Y | +28.6% | +0.5% | +28.1% | +25.9% |
| 3Y | -7.4% | -15.3% | +7.9% | -4.9% |
| 5Y | +14.5% | -22.9% | +37.4% | +18.2% |
| 10Y | +257.4% | +28.4% | +229.0% | +181.6% |
| All | +2,353.8% | +689.0% | +1,664.9% | +734.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling