+245.3%
ELV vs PR
+152.6%
+92.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.5% |
| 7D | +1.3% | -16.4% | +17.7% | +2.0% |
| 30D | +5.3% | -1.9% | +7.2% | +5.3% |
| 3M | +9.2% | +8.0% | +1.3% | +8.8% |
| 6M | +14.5% | +4.1% | +10.4% | +14.2% |
| YTD | +23.2% | +58.7% | -35.5% | +20.8% |
| 1Y | +38.0% | +75.8% | -37.8% | +34.8% |
| 3Y | -1.5% | +73.2% | -74.7% | -4.4% |
| 5Y | +8.5% | +230.1% | -221.6% | +1.5% |
| 10Y | +309.5% | +67.4% | +242.1% | +317.6% |
| All | +245.3% | +152.6% | +92.7% | +249.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling