-12.5%
PEP vs ELV
-6.4%
-6.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.7% |
| 7D | +0.1% | -0.3% | +0.4% | +0.1% |
| 30D | +0.7% | +2.0% | -1.3% | +0.5% |
| 3M | -0.5% | -3.5% | +3.0% | -0.4% |
| 6M | -11.3% | +40.2% | -51.5% | -14.0% |
| YTD | -0.6% | +15.8% | -16.4% | -2.4% |
| 1Y | +1.7% | +33.2% | -31.5% | -2.1% |
| 3Y | -12.5% | -6.2% | -6.2% | -14.0% |
| All | -12.5% | -6.4% | -6.1% | -14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling