+39.9%
ELV vs PR
+87.5%
-47.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -6.5% | +11.5% | +4.5% |
| 7D | +4.8% | -12.1% | +16.9% | +4.0% |
| 30D | +10.1% | +0.9% | +9.2% | +10.1% |
| 3M | +15.4% | +10.1% | +5.2% | +16.4% |
| 6M | +17.7% | +1.1% | +16.6% | +17.8% |
| YTD | +25.7% | +63.7% | -38.0% | +35.7% |
| 1Y | +39.9% | +87.0% | -47.2% | +52.9% |
| All | +39.9% | +87.5% | -47.6% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1y: compounded portfolio wealth divided by compounded PR 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…
1y analysis · Full analysis span regression · 6 months rolling