+64.4%
PPL vs ELV
+298.7%
-234.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | +0.2% |
| 7D | -1.2% | +1.1% | -2.3% | -1.6% |
| 30D | +4.2% | +1.3% | +2.9% | +3.8% |
| 3M | +1.5% | +6.6% | -5.0% | -0.5% |
| 6M | +1.0% | +11.6% | -10.5% | -2.8% |
| YTD | +4.4% | +21.1% | -16.7% | -3.0% |
| 1Y | +0.8% | +34.2% | -33.5% | -9.5% |
| 3Y | +56.5% | -2.9% | +59.4% | +51.3% |
| 5Y | +47.7% | +4.6% | +43.1% | +36.3% |
| 10Y | +64.4% | +272.8% | -208.4% | +19.0% |
| All | +64.4% | +298.7% | -234.3% | +19.0% |
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 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