+208.8%
PM vs ELV
+278.2%
-69.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.4% | -3.2% | +0.9% |
| 7D | +1.9% | +0.9% | +1.1% | +1.7% |
| 30D | +1.9% | +7.2% | -5.3% | +0.2% |
| 3M | +4.6% | +3.4% | +1.2% | +3.2% |
| 6M | +11.7% | +48.6% | -36.9% | +0.2% |
| YTD | +20.4% | +20.6% | -0.2% | +13.0% |
| 1Y | +19.0% | +38.5% | -19.5% | +7.1% |
| 3Y | +130.4% | -2.4% | +132.8% | +123.3% |
| 5Y | +131.5% | +25.3% | +106.1% | +102.5% |
| All | +208.8% | +278.2% | -69.4% | +124.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling