+823.5%
ELV vs PSLV
+120.6%
+702.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -1.4% |
| 7D | -2.2% | +3.3% | -5.5% | -2.4% |
| 30D | -0.2% | +2.1% | -2.3% | -0.4% |
| 3M | -6.1% | +7.1% | -13.2% | -6.6% |
| 6M | +42.8% | -21.6% | +64.4% | +44.4% |
| YTD | +14.4% | -6.7% | +21.1% | +13.7% |
| 1Y | +28.6% | +59.3% | -30.7% | +23.3% |
| 3Y | -7.4% | +182.1% | -189.5% | -15.3% |
| 5Y | +14.5% | +162.6% | -148.2% | +4.7% |
| 10Y | +257.4% | +203.0% | +54.4% | +215.6% |
| All | +823.5% | +120.6% | +702.9% | +669.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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