-2.0%
ELV vs PR
+93.4%
-95.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | +0.1% |
| 7D | -0.5% | +6.7% | -7.2% | -0.4% |
| 30D | +1.1% | -6.1% | +7.2% | +1.0% |
| 3M | +8.2% | +6.9% | +1.3% | +8.3% |
| 6M | +10.2% | +14.6% | -4.4% | +10.5% |
| YTD | +24.4% | +66.1% | -41.7% | +25.3% |
| 1Y | +33.8% | +77.0% | -43.2% | +34.7% |
| All | -2.0% | +93.4% | -95.4% | -1.9% |
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 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