+229.2%
ELV vs PR
+169.5%
+59.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.7% |
| 7D | +3.3% | +2.9% | +0.4% | +3.2% |
| 30D | +4.2% | +18.0% | -13.9% | +3.5% |
| 3M | -0.1% | +16.9% | -16.9% | -0.7% |
| 6M | +41.3% | +28.2% | +13.0% | +39.8% |
| YTD | +17.4% | +69.3% | -51.9% | +14.9% |
| 1Y | +35.1% | +69.5% | -34.4% | +32.1% |
| 3Y | -3.2% | +81.7% | -84.9% | -6.2% |
| 5Y | +15.6% | +422.2% | -406.6% | +6.6% |
| 10Y | +276.8% | +110.4% | +166.4% | +282.4% |
| All | +229.2% | +169.5% | +59.7% | +232.3% |
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