-4.9%
ELV vs PR
+73.2%
-78.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.8% |
| 7D | +3.3% | +2.9% | +0.4% | +3.3% |
| 30D | +4.2% | +18.0% | -13.9% | +4.3% |
| 3M | -0.1% | +16.9% | -16.9% | +0.1% |
| 6M | +41.3% | +28.2% | +13.0% | +41.6% |
| YTD | +17.4% | +69.3% | -51.9% | +17.9% |
| 1Y | +35.1% | +69.5% | -34.4% | +35.5% |
| All | -4.9% | +73.2% | -78.1% | -6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling