+2,567.9%
ELV vs PTC
+966.8%
+1,601.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.7% |
| 7D | +3.8% | +1.3% | +2.6% | +3.6% |
| 30D | +4.1% | +1.1% | +3.0% | +3.9% |
| 3M | +8.5% | +30.1% | -21.6% | +2.2% |
| 6M | +14.6% | +34.0% | -19.4% | +6.8% |
| YTD | +24.4% | +12.8% | +11.5% | +19.2% |
| 1Y | +44.2% | +10.7% | +33.5% | +38.7% |
| 3Y | -1.4% | +29.6% | -31.1% | -9.5% |
| 5Y | +8.8% | +63.5% | -54.8% | -6.1% |
| 10Y | +268.4% | +316.7% | -48.3% | +155.8% |
| All | +2,567.9% | +966.8% | +1,601.1% | +1,159.2% |
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