+159.0%
PM vs ELV
+6.8%
+152.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | +0.2% |
| 7D | -6.6% | +3.8% | -10.5% | -7.1% |
| 30D | -3.4% | +4.1% | -7.6% | -3.9% |
| 3M | +5.3% | +8.5% | -3.2% | +4.3% |
| 6M | +15.5% | +14.6% | +0.9% | +13.1% |
| YTD | +24.3% | +24.4% | -0.1% | +19.6% |
| 1Y | +29.7% | +44.2% | -14.5% | +21.7% |
| 3Y | +144.9% | -1.4% | +146.3% | +143.0% |
| 5Y | +159.0% | +8.8% | +150.2% | +146.9% |
| All | +159.0% | +6.8% | +152.2% | +146.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling