+4,103.3%
PWR vs ELV
+2,444.2%
+1,659.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.3% |
| 7D | +3.6% | +3.3% | +0.3% | +2.3% |
| 30D | -8.6% | +4.2% | -12.7% | -10.1% |
| 3M | -13.2% | -0.1% | -13.1% | -13.9% |
| 6M | +9.9% | +41.3% | -31.4% | -4.8% |
| YTD | +48.0% | +17.4% | +30.6% | +35.7% |
| 1Y | +66.2% | +35.1% | +31.1% | +43.5% |
| 3Y | +195.1% | -3.2% | +198.4% | +176.6% |
| 5Y | +442.6% | +15.6% | +427.0% | +359.9% |
| 10Y | +2,334.2% | +276.8% | +2,057.5% | +1,056.4% |
| All | +4,103.3% | +2,444.2% | +1,659.0% | +985.5% |
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