+2,419.4%
ELV vs PTC
+665.4%
+1,754.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.0% | +4.3% | -0.6% |
| 7D | +3.3% | -10.3% | +13.6% | +5.4% |
| 30D | +4.2% | +1.1% | +3.0% | +3.8% |
| 3M | -0.1% | +1.6% | -1.7% | -1.0% |
| 6M | +41.3% | -13.5% | +54.7% | +44.0% |
| YTD | +17.4% | -19.1% | +36.5% | +20.9% |
| 1Y | +35.1% | -33.9% | +68.9% | +44.3% |
| 3Y | -3.2% | -3.9% | +0.7% | -5.3% |
| 5Y | +15.6% | +6.0% | +9.6% | +9.2% |
| 10Y | +276.8% | +223.7% | +53.0% | +176.9% |
| All | +2,419.4% | +665.4% | +1,754.0% | +1,177.2% |
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 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