+648.9%
PG vs ELV
+2,378.1%
-1,729.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.8% | -1.8% |
| 7D | -3.4% | -2.2% | -1.2% | -3.0% |
| 30D | -2.6% | -0.2% | -2.4% | -2.6% |
| 3M | -3.3% | -6.1% | +2.8% | -2.5% |
| 6M | -6.7% | +42.8% | -49.5% | -13.3% |
| YTD | +1.7% | +14.4% | -12.6% | -1.8% |
| 1Y | -7.9% | +28.6% | -36.5% | -13.4% |
| 3Y | +0.9% | -7.4% | +8.3% | -0.3% |
| 5Y | +12.6% | +14.5% | -1.8% | +5.6% |
| 10Y | +117.2% | +257.4% | -140.2% | +58.1% |
| All | +648.9% | +2,378.1% | -1,729.2% | +277.1% |
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