+2,419.4%
ELV vs PSA
+2,166.9%
+252.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.5% | -1.4% |
| 7D | +3.3% | -3.7% | +7.0% | +4.5% |
| 30D | +4.2% | -7.7% | +11.9% | +6.8% |
| 3M | -0.1% | -0.6% | +0.5% | 0.0% |
| 6M | +41.3% | -0.9% | +42.2% | +41.0% |
| YTD | +17.4% | +18.7% | -1.2% | +10.6% |
| 1Y | +35.1% | +7.6% | +27.4% | +31.2% |
| 3Y | -3.2% | +23.7% | -26.9% | -11.1% |
| 5Y | +15.6% | +13.7% | +1.9% | +7.7% |
| 10Y | +276.8% | +98.9% | +177.9% | +190.5% |
| All | +2,419.4% | +2,166.9% | +252.4% | +830.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling