+29.9%
PCG vs ELV
+2,444.2%
-2,414.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +2.9% |
| 7D | -13.9% | +3.3% | -17.2% | -14.5% |
| 30D | -16.9% | +4.2% | -21.0% | -17.7% |
| 3M | -14.7% | -0.1% | -14.7% | -15.0% |
| 6M | -23.8% | +41.3% | -65.1% | -30.6% |
| YTD | -10.5% | +17.4% | -27.9% | -15.1% |
| 1Y | -5.1% | +35.1% | -40.2% | -13.4% |
| 3Y | -11.6% | -3.2% | -8.4% | -14.1% |
| 5Y | +59.0% | +15.6% | +43.4% | +45.7% |
| 10Y | -75.7% | +276.8% | -352.5% | -83.2% |
| All | +29.9% | +2,444.2% | -2,414.3% | -36.6% |
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