+16.4%
ELV vs PTC
+1.8%
+14.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.5% | +4.1% | -0.6% |
| 7D | -0.3% | -12.8% | +12.5% | +1.5% |
| 30D | +2.0% | -9.8% | +11.7% | +3.3% |
| 3M | -3.5% | -2.1% | -1.4% | -3.7% |
| 6M | +40.2% | -18.1% | +58.3% | +43.3% |
| YTD | +15.8% | -23.5% | +39.3% | +19.5% |
| 1Y | +33.2% | -37.4% | +70.5% | +41.7% |
| 3Y | -6.2% | -7.2% | +1.0% | -9.0% |
| 5Y | +16.4% | +2.7% | +13.7% | +8.8% |
| All | +16.4% | +1.8% | +14.6% | +8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling