+2,566.8%
ELV vs PTC
+964.5%
+1,602.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -1.1% | +0.5% | -1.6% | -1.2% |
| 30D | +1.8% | +0.9% | +0.9% | +1.6% |
| 3M | +10.5% | +30.4% | -19.9% | +4.0% |
| 6M | +13.5% | +34.4% | -21.0% | +5.7% |
| YTD | +24.3% | +12.6% | +11.7% | +19.2% |
| 1Y | +38.9% | +10.2% | +28.8% | +33.7% |
| 3Y | -1.5% | +29.4% | -30.8% | -9.5% |
| 5Y | +7.3% | +63.7% | -56.4% | -7.4% |
| 10Y | +268.7% | +316.9% | -48.2% | +156.0% |
| All | +2,566.8% | +964.5% | +1,602.3% | +1,159.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling