+31.4%
ELV vs PTC
-36.9%
+68.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -1.0% |
| 7D | -2.2% | -13.6% | +11.4% | -1.3% |
| 30D | -0.2% | -14.7% | +14.5% | +0.8% |
| 3M | -6.1% | -5.9% | -0.2% | -6.2% |
| 6M | +42.8% | -21.1% | +64.0% | +43.5% |
| YTD | +14.4% | -26.0% | +40.4% | +17.5% |
| All | +31.4% | -36.9% | +68.3% | +43.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling