+763.1%
PM vs ELV
+1,005.4%
-242.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.5% |
| 7D | -4.9% | +3.3% | -8.2% | -5.7% |
| 30D | -3.4% | +4.2% | -7.5% | -4.4% |
| 3M | +5.2% | -0.1% | +5.2% | +4.5% |
| 6M | +3.7% | +41.3% | -37.5% | -6.1% |
| YTD | +15.8% | +17.4% | -1.7% | +9.2% |
| 1Y | +17.4% | +35.1% | -17.7% | +6.2% |
| 3Y | +116.9% | -3.2% | +120.2% | +109.8% |
| 5Y | +117.3% | +15.6% | +101.7% | +96.2% |
| 10Y | +193.8% | +276.8% | -83.0% | +84.6% |
| All | +763.1% | +1,005.4% | -242.2% | +253.8% |
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