+257.4%
ELV vs PTC
+196.2%
+61.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -0.5% |
| 7D | -2.2% | -13.6% | +11.4% | +1.0% |
| 30D | -0.2% | -14.7% | +14.5% | +3.2% |
| 3M | -6.1% | -5.9% | -0.2% | -5.5% |
| 6M | +42.8% | -21.1% | +64.0% | +49.2% |
| YTD | +14.4% | -26.0% | +40.4% | +21.0% |
| 1Y | +28.6% | -36.8% | +65.4% | +41.1% |
| 3Y | -7.4% | -10.3% | +2.9% | -9.3% |
| 5Y | +14.5% | +1.2% | +13.3% | +6.0% |
| 10Y | +257.4% | +198.3% | +59.1% | +124.2% |
| All | +257.4% | +196.2% | +61.3% | +124.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling