+2,385.0%
ELV vs PSA
+2,163.9%
+221.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.2% | -1.3% |
| 7D | -0.3% | -0.4% | +0.1% | -0.1% |
| 30D | +2.0% | -8.2% | +10.1% | +4.7% |
| 3M | -3.5% | -2.1% | -1.3% | -3.0% |
| 6M | +40.2% | -0.2% | +40.4% | +39.6% |
| YTD | +15.8% | +18.5% | -2.7% | +9.2% |
| 1Y | +33.2% | +6.6% | +26.6% | +29.8% |
| 3Y | -6.2% | +24.5% | -30.7% | -14.0% |
| 5Y | +16.4% | +13.6% | +2.8% | +8.5% |
| 10Y | +259.8% | +102.0% | +157.8% | +176.2% |
| All | +2,385.0% | +2,163.9% | +221.1% | +818.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded PSA 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling