-75.3%
PCG vs ELV
+257.3%
-332.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.3% | -3.0% | -3.9% |
| 7D | +6.5% | -2.2% | +8.7% | +7.2% |
| 30D | -16.7% | -0.2% | -16.5% | -16.6% |
| 3M | -14.2% | -6.1% | -8.1% | -12.9% |
| 6M | -21.5% | +42.8% | -64.3% | -30.7% |
| YTD | -11.2% | +14.4% | -25.6% | -16.5% |
| 1Y | -4.2% | +28.6% | -32.8% | -13.9% |
| 3Y | -14.9% | -7.4% | -7.5% | -16.9% |
| 5Y | +54.2% | +14.5% | +39.8% | +34.3% |
| 10Y | -75.3% | +257.4% | -332.8% | -83.3% |
| All | -75.3% | +257.3% | -332.6% | -83.3% |
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