-3.9%
ELF vs PCOR
+4.0%
-8.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +19.7% | -17.8% | +1.4% |
| 7D | -1.5% | +21.8% | -23.4% | -2.1% |
| 30D | +9.5% | +39.5% | -30.0% | +8.8% |
| 3M | +29.4% | +35.2% | -5.9% | +28.6% |
| 6M | +83.7% | +21.7% | +62.0% | +76.1% |
| YTD | +49.4% | +3.9% | +45.5% | +4.7% |
| 1Y | -3.9% | +6.9% | -10.9% | -23.8% |
| All | -3.9% | +4.0% | -8.0% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 1y: compounded portfolio wealth divided by compounded PCOR 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…
1y analysis · Full analysis span regression · 6 months rolling