+278.2%
PCAR vs ELV
+280.6%
-2.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.5% |
| 7D | +3.8% | +3.8% | 0.0% | +2.8% |
| 30D | -2.0% | +4.1% | -6.1% | -3.1% |
| 3M | -19.1% | +8.5% | -27.6% | -21.0% |
| 6M | -6.8% | +14.6% | -21.4% | -10.9% |
| YTD | -2.5% | +24.4% | -26.8% | -9.6% |
| 1Y | +9.7% | +44.2% | -34.6% | -2.7% |
| 3Y | +34.0% | -1.4% | +35.4% | +29.1% |
| 5Y | +113.3% | +8.8% | +104.6% | +94.9% |
| 10Y | +278.2% | +268.4% | +9.8% | +112.3% |
| All | +278.2% | +280.6% | -2.4% | +112.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 10y: compounded portfolio wealth divided by compounded ELV 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…
10y analysis · Full analysis span regression · 6 months rolling