+367.0%
PSX vs ELV
+19.4%
+347.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.9% | -5.8% | -1.6% |
| 7D | +1.5% | +0.4% | +1.1% | +1.4% |
| 30D | +15.8% | +6.7% | +9.1% | +14.7% |
| 3M | +43.0% | +3.0% | +40.1% | +42.2% |
| 6M | +61.1% | +48.0% | +13.1% | +51.9% |
| YTD | +104.5% | +20.0% | +84.5% | +98.3% |
| 1Y | +102.5% | +37.9% | +64.6% | +91.6% |
| 3Y | +133.5% | -2.8% | +136.3% | +130.9% |
| 5Y | +367.0% | +24.8% | +342.1% | +326.8% |
| All | +367.0% | +19.4% | +347.5% | +326.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling