+836.5%
PM vs ELV
+1,070.1%
-233.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -7.1% | -1.1% | -6.0% | -6.8% |
| 30D | -2.8% | +1.8% | -4.5% | -3.3% |
| 3M | +6.3% | +10.5% | -4.2% | +3.6% |
| 6M | +9.6% | +13.5% | -3.8% | +5.3% |
| YTD | +25.6% | +24.3% | +1.3% | +16.7% |
| 1Y | +29.7% | +38.9% | -9.3% | +16.7% |
| 3Y | +147.6% | -1.5% | +149.0% | +138.6% |
| 5Y | +160.1% | +7.3% | +152.8% | +140.9% |
| 10Y | +260.9% | +268.7% | -7.8% | +128.5% |
| All | +836.5% | +1,070.1% | -233.6% | +278.0% |
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