+2,521.4%
PWR vs ELV
+278.6%
+2,242.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.5% | -1.7% | +2.2% |
| 7D | +4.2% | +2.8% | +1.4% | +3.4% |
| 30D | -4.0% | +4.9% | -9.0% | -5.4% |
| 3M | -4.8% | +4.9% | -9.7% | -6.6% |
| 6M | +14.6% | +45.1% | -30.4% | +2.0% |
| YTD | +54.2% | +20.7% | +33.6% | +43.2% |
| 1Y | +67.1% | +35.0% | +32.1% | +49.4% |
| 3Y | +218.5% | -2.4% | +220.9% | +204.1% |
| 5Y | +466.3% | +25.5% | +440.8% | +375.7% |
| All | +2,521.4% | +278.6% | +2,242.9% | +1,256.3% |
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