+378.1%
PSX vs ELV
+278.6%
+99.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.5% | -6.0% | -2.3% |
| 7D | +1.7% | +2.8% | -1.0% | +0.7% |
| 30D | +15.6% | +4.9% | +10.7% | +13.7% |
| 3M | +46.5% | +4.9% | +41.6% | +43.5% |
| 6M | +55.0% | +45.1% | +9.9% | +35.5% |
| YTD | +105.3% | +20.7% | +84.6% | +89.3% |
| 1Y | +101.6% | +35.0% | +66.6% | +77.6% |
| 3Y | +134.1% | -2.4% | +136.6% | +123.8% |
| 5Y | +368.7% | +25.5% | +343.2% | +284.5% |
| All | +378.1% | +278.6% | +99.5% | +186.0% |
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