+275.0%
ELF vs PCOR
-10.0%
+285.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -2.7% | +23.7% | -26.4% | -8.2% |
| 30D | +6.9% | +39.0% | -32.1% | -2.0% |
| 3M | +27.2% | +35.8% | -8.6% | +16.7% |
| 6M | +84.9% | +38.2% | +46.6% | +67.3% |
| YTD | +44.5% | +3.9% | +40.5% | +39.0% |
| 1Y | -6.8% | +5.7% | -12.4% | -12.3% |
| 3Y | +14.2% | +44.8% | -30.5% | -3.3% |
| 5Y | +250.6% | -19.8% | +270.4% | +198.1% |
| All | +275.0% | -10.0% | +285.0% | +216.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling