+54.0%
PPL vs ELV
+265.4%
-211.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.3% |
| 7D | +1.8% | -0.3% | +2.0% | +1.8% |
| 30D | -1.1% | +2.0% | -3.0% | -1.7% |
| 3M | 0.0% | -3.5% | +3.5% | +0.5% |
| 6M | -7.6% | +40.2% | -47.8% | -16.9% |
| YTD | +1.7% | +15.8% | -14.1% | -4.1% |
| 1Y | +1.5% | +33.2% | -31.6% | -8.7% |
| 3Y | +55.3% | -6.2% | +61.5% | +51.6% |
| 5Y | +37.7% | +16.4% | +21.3% | +21.4% |
| 10Y | +54.0% | +259.8% | -205.8% | +4.6% |
| All | +54.0% | +265.4% | -211.4% | +4.6% |
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