+445.7%
PWR vs ELV
+13.8%
+431.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.8% |
| 7D | +2.7% | -2.2% | +4.9% | +2.9% |
| 30D | -5.1% | -0.2% | -4.9% | -5.1% |
| 3M | -9.4% | -6.1% | -3.3% | -8.9% |
| 6M | +10.4% | +42.8% | -32.4% | +5.5% |
| YTD | +48.6% | +14.4% | +34.3% | +45.2% |
| 1Y | +68.0% | +28.6% | +39.4% | +61.2% |
| 3Y | +204.7% | -7.4% | +212.1% | +201.5% |
| All | +445.7% | +13.8% | +431.9% | +376.0% |
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 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