+168.2%
PCAR vs ELV
+14.2%
+154.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.5% |
| 7D | 0.0% | -0.3% | +0.3% | +0.1% |
| 30D | -7.7% | +2.0% | -9.7% | -8.1% |
| 3M | +3.7% | -3.5% | +7.2% | +4.1% |
| 6M | +2.3% | +40.2% | -37.9% | -4.4% |
| YTD | +12.8% | +15.8% | -3.0% | +8.8% |
| 1Y | +27.8% | +33.2% | -5.4% | +19.7% |
| 3Y | +61.8% | -6.2% | +68.0% | +58.9% |
| 5Y | +168.2% | +16.4% | +151.8% | +140.8% |
| All | +168.2% | +14.2% | +154.0% | +140.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling