+35.0%
ELV vs PSA
+6.8%
+28.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.6% | +4.9% | +5.3% |
| 7D | +2.8% | -1.8% | +4.6% | +3.3% |
| 30D | +4.9% | -8.4% | +13.3% | +7.7% |
| 3M | +4.9% | -7.8% | +12.7% | +7.5% |
| 6M | +45.1% | +0.8% | +44.3% | +43.9% |
| YTD | +20.7% | +16.5% | +4.2% | +8.2% |
| 1Y | +35.0% | +4.7% | +30.3% | +29.2% |
| All | +35.0% | +6.8% | +28.2% | +29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling