+33.2%
ELV vs PR
+74.4%
-41.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.3% |
| 7D | -0.3% | -0.6% | +0.3% | -0.3% |
| 30D | +2.0% | +17.4% | -15.4% | +2.8% |
| 3M | -3.5% | +21.8% | -25.2% | -2.6% |
| 6M | +40.2% | +27.6% | +12.6% | +42.1% |
| YTD | +15.8% | +71.4% | -55.6% | +20.0% |
| 1Y | +33.2% | +78.3% | -45.2% | +38.1% |
| All | +33.2% | +74.4% | -41.2% | +38.1% |
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