-2.1%
ELV vs PSA
+54.3%
-56.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +1.0% | -1.4% | +2.4% | +1.4% |
| 30D | +0.4% | +15.2% | -14.8% | -3.7% |
| 3M | +8.4% | +2.2% | +6.2% | +7.6% |
| 6M | +8.4% | +11.7% | -3.2% | +4.7% |
| YTD | +24.4% | +32.0% | -7.6% | +13.2% |
| 1Y | +33.5% | +26.3% | +7.2% | +23.3% |
| 3Y | -2.1% | +52.4% | -54.4% | -7.2% |
| All | -2.1% | +54.3% | -56.4% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling