+19.5%
PCG vs ELV
+2,593.2%
-2,573.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | -2.2% | -1.1% | -1.2% | -2.0% |
| 30D | -0.5% | +1.8% | -2.2% | -1.0% |
| 3M | -24.0% | +10.5% | -34.5% | -25.9% |
| 6M | -18.6% | +13.5% | -32.1% | -21.6% |
| YTD | -17.7% | +24.3% | -42.0% | -23.2% |
| 1Y | -20.0% | +38.9% | -58.9% | -27.6% |
| 3Y | -20.2% | -1.5% | -18.8% | -22.9% |
| 5Y | +8.4% | +7.3% | +1.1% | +1.3% |
| 10Y | -76.4% | +268.7% | -345.1% | -83.6% |
| All | +19.5% | +2,593.2% | -2,573.6% | -42.6% |
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