+32.8%
PM vs ELV
+34.6%
-1.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +0.5% | +1.0% | -0.4% | +0.5% |
| 30D | -3.2% | +0.4% | -3.6% | -3.2% |
| 3M | +6.2% | +8.4% | -2.1% | +6.3% |
| 6M | +7.7% | +8.4% | -0.8% | +7.6% |
| YTD | +27.3% | +24.4% | +2.9% | +26.1% |
| 1Y | +32.8% | +33.5% | -0.7% | +31.9% |
| All | +32.8% | +34.6% | -1.8% | +31.9% |
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