+1,112.1%
PSX vs ELV
+623.7%
+488.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +1.9% | +0.7% |
| 7D | +4.5% | +3.3% | +1.2% | +3.4% |
| 30D | +26.6% | +4.2% | +22.5% | +24.9% |
| 3M | +39.3% | -0.1% | +39.3% | +38.6% |
| 6M | +56.8% | +41.3% | +15.6% | +38.7% |
| YTD | +101.8% | +17.4% | +84.4% | +88.1% |
| 1Y | +99.6% | +35.1% | +64.5% | +76.3% |
| 3Y | +140.3% | -3.2% | +143.6% | +130.2% |
| 5Y | +339.3% | +15.6% | +323.7% | +279.4% |
| 10Y | +369.9% | +276.8% | +93.1% | +161.5% |
| All | +1,112.1% | +623.7% | +488.4% | +451.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling