+0.1%
PPL vs ELV
+41.6%
-41.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.7% | -0.1% |
| 7D | 0.0% | +3.8% | -3.8% | -0.1% |
| 30D | +4.3% | +4.1% | +0.2% | +4.1% |
| 3M | +2.9% | +8.5% | -5.6% | +2.6% |
| 6M | +1.1% | +14.6% | -13.5% | +0.6% |
| YTD | +4.5% | +24.4% | -19.9% | +1.6% |
| 1Y | +0.1% | +44.2% | -44.1% | -7.9% |
| All | +0.1% | +41.6% | -41.5% | -7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling