-0.3%
PEP vs ELV
+36.3%
-36.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -5.0% | -0.2% |
| 7D | -1.4% | +0.4% | -1.8% | -1.4% |
| 30D | -0.2% | +6.7% | -6.9% | -0.4% |
| 3M | -4.3% | +3.0% | -7.3% | -4.6% |
| 6M | -13.2% | +48.0% | -61.1% | -13.4% |
| YTD | -1.9% | +20.0% | -21.9% | -2.8% |
| 1Y | -0.3% | +37.9% | -38.2% | -7.4% |
| All | -0.3% | +36.3% | -36.7% | -7.4% |
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