+135.3%
PSX vs ELV
-7.6%
+142.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.7% |
| 7D | +1.8% | -2.2% | +4.0% | +2.0% |
| 30D | +21.6% | -0.2% | +21.8% | +21.6% |
| 3M | +46.5% | -6.1% | +52.6% | +47.1% |
| 6M | +62.0% | +42.8% | +19.2% | +57.6% |
| YTD | +106.3% | +14.4% | +91.9% | +104.1% |
| 1Y | +103.0% | +28.6% | +74.4% | +98.7% |
| All | +135.3% | -7.6% | +142.9% | +127.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling