+75.3%
PEP vs ELV
+280.2%
-204.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.8% | -0.4% |
| 7D | -1.0% | +3.2% | -4.2% | -1.7% |
| 30D | -0.7% | +5.4% | -6.0% | -1.8% |
| 3M | -4.1% | +5.4% | -9.5% | -5.5% |
| 6M | -13.1% | +45.7% | -58.8% | -20.6% |
| YTD | -2.1% | +21.2% | -23.3% | -7.5% |
| 1Y | -1.7% | +35.6% | -37.3% | -9.8% |
| 3Y | -15.1% | -2.0% | -13.1% | -17.3% |
| 5Y | +3.1% | +26.0% | -22.9% | -7.6% |
| All | +75.3% | +280.2% | -204.9% | +36.7% |
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