+561.3%
ELV vs PSKY
-42.6%
+603.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | -0.3% | +2.4% | -2.6% | -0.7% |
| 30D | +2.0% | +17.5% | -15.6% | -1.2% |
| 3M | -3.5% | +4.4% | -7.9% | -4.5% |
| 6M | +40.2% | -9.0% | +49.2% | +41.4% |
| YTD | +15.8% | -18.6% | +34.4% | +18.5% |
| 1Y | +33.2% | -27.7% | +60.9% | +37.8% |
| 3Y | -6.2% | -16.9% | +10.6% | -11.8% |
| 5Y | +16.4% | -70.3% | +86.7% | +29.4% |
| 10Y | +259.8% | -74.9% | +334.7% | +256.3% |
| All | +561.3% | -42.6% | +603.8% | +296.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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