+67.6%
PCAR vs ELV
-4.6%
+72.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +1.9% | +0.4% |
| 7D | -0.5% | +3.3% | -3.8% | -0.9% |
| 30D | -6.2% | +4.2% | -10.4% | -6.7% |
| 3M | +5.9% | -0.1% | +6.0% | +5.7% |
| 6M | +0.4% | +41.3% | -40.9% | -4.8% |
| YTD | +14.8% | +17.4% | -2.6% | +11.4% |
| 1Y | +30.1% | +35.1% | -5.0% | +23.7% |
| All | +67.6% | -4.6% | +72.2% | +61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling