+272.5%
PM vs ELV
+268.6%
+3.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +0.5% | +1.0% | -0.4% | +0.3% |
| 30D | -3.2% | +0.4% | -3.6% | -3.3% |
| 3M | +6.2% | +8.4% | -2.1% | +4.1% |
| 6M | +7.7% | +8.4% | -0.8% | +4.7% |
| YTD | +27.3% | +24.4% | +2.9% | +18.4% |
| 1Y | +32.8% | +33.5% | -0.7% | +21.0% |
| 3Y | +150.0% | -2.1% | +152.1% | +142.4% |
| 5Y | +164.2% | +5.8% | +158.5% | +145.1% |
| All | +272.5% | +268.6% | +3.9% | +160.7% |
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