+411.1%
PWR vs ELV
+5.9%
+405.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | +11.3% | +1.0% | +10.3% | +11.2% |
| 30D | -8.9% | +0.4% | -9.2% | -9.0% |
| 3M | -10.5% | +8.4% | -18.9% | -11.3% |
| 6M | -22.2% | +8.4% | -30.6% | -23.0% |
| YTD | +42.7% | +24.4% | +18.4% | +38.3% |
| 1Y | +41.1% | +33.5% | +7.6% | +35.4% |
| 3Y | +242.7% | -2.1% | +244.8% | +239.3% |
| All | +411.1% | +5.9% | +405.2% | +367.9% |
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