+51.7%
ELF vs PCOR
-2.3%
+54.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +5.8% |
| 7D | +4.0% | +22.7% | -18.7% | +0.5% |
| 30D | +10.6% | +37.5% | -26.9% | +4.9% |
| 3M | +25.8% | +35.2% | -9.4% | +19.5% |
| 6M | +89.1% | +42.2% | +46.8% | +76.5% |
| YTD | +52.7% | +3.6% | +49.2% | +48.8% |
| 1Y | +51.7% | -4.8% | +56.5% | +57.4% |
| All | +51.7% | -2.3% | +54.0% | +57.4% |
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