+296.5%
ELF vs PCOR
-10.3%
+306.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +5.8% |
| 7D | +4.0% | +22.7% | -18.7% | -1.7% |
| 30D | +10.6% | +37.5% | -26.9% | +1.6% |
| 3M | +25.8% | +35.2% | -9.4% | +15.6% |
| 6M | +89.1% | +42.2% | +46.8% | +69.9% |
| YTD | +52.7% | +3.6% | +49.2% | +47.1% |
| 1Y | +51.7% | -4.8% | +56.5% | +49.5% |
| 3Y | +14.2% | +48.3% | -34.1% | -3.9% |
| 5Y | +270.7% | -20.1% | +290.8% | +215.4% |
| All | +296.5% | -10.3% | +306.8% | +235.3% |
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