-19.5%
ELF vs PCOR
-14.4%
-5.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.3% | +6.4% | +3.1% |
| 7D | +5.4% | -9.0% | +14.3% | +7.6% |
| 30D | +27.0% | +4.2% | +22.8% | +25.4% |
| 3M | +113.2% | +14.4% | +98.8% | +104.8% |
| 6M | +36.6% | +0.2% | +36.4% | +34.4% |
| YTD | +44.2% | -20.3% | +64.5% | +49.7% |
| 1Y | -18.0% | -16.1% | -1.9% | -18.0% |
| All | -19.5% | -14.4% | -5.1% | -20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling