+268.7%
ELV vs PR
+72.8%
+195.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.1% |
| 7D | -1.1% | -0.5% | -0.6% | -1.1% |
| 30D | +1.8% | -4.6% | +6.4% | +1.9% |
| 3M | +10.5% | +4.7% | +5.8% | +10.2% |
| 6M | +13.5% | +12.4% | +1.0% | +12.8% |
| YTD | +24.3% | +62.9% | -38.5% | +21.7% |
| 1Y | +38.9% | +70.6% | -31.6% | +35.7% |
| 3Y | -1.5% | +90.0% | -91.5% | -4.8% |
| 5Y | +7.3% | +255.5% | -248.2% | 0.0% |
| 10Y | +268.7% | +78.7% | +190.0% | +295.4% |
| All | +268.7% | +72.8% | +195.9% | +295.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling