+95.5%
PEP vs ELV
+268.6%
-173.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.3% | +2.2% |
| 7D | +2.9% | +1.0% | +1.9% | +2.7% |
| 30D | +12.5% | +0.4% | +12.1% | +12.4% |
| 3M | +4.5% | +8.4% | -3.8% | +2.6% |
| 6M | -0.5% | +8.4% | -8.9% | -2.8% |
| YTD | +4.4% | +24.4% | -19.9% | -2.0% |
| 1Y | +4.4% | +33.5% | -29.1% | -3.9% |
| 3Y | -3.4% | -2.1% | -1.3% | -5.8% |
| 5Y | +5.2% | +5.8% | -0.6% | -1.0% |
| All | +95.5% | +268.6% | -173.0% | +48.7% |
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