-21.8%
PCG vs ELV
+39.2%
-61.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -2.0% | -0.5% | -1.5% | -1.9% |
| 30D | -2.7% | +1.1% | -3.8% | -2.8% |
| 3M | -25.1% | +8.2% | -33.2% | -25.7% |
| 6M | -22.3% | +10.2% | -32.5% | -23.1% |
| YTD | -18.5% | +24.4% | -42.9% | -19.8% |
| 1Y | -21.8% | +33.8% | -55.7% | -24.1% |
| All | -21.8% | +39.2% | -61.1% | -24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling