+4,048.3%
PCAR vs ELV
+2,444.2%
+1,604.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +1.9% | +0.7% |
| 7D | -0.5% | +3.3% | -3.8% | -1.6% |
| 30D | -6.2% | +4.2% | -10.4% | -7.6% |
| 3M | +5.9% | -0.1% | +6.0% | +5.2% |
| 6M | +0.4% | +41.3% | -40.9% | -11.7% |
| YTD | +14.8% | +17.4% | -2.6% | +6.7% |
| 1Y | +30.1% | +35.1% | -5.0% | +14.7% |
| 3Y | +66.7% | -3.2% | +69.9% | +59.5% |
| 5Y | +166.1% | +15.6% | +150.5% | +132.9% |
| 10Y | +353.7% | +276.8% | +76.9% | +136.7% |
| All | +4,048.3% | +2,444.2% | +1,604.1% | +1,195.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling