+250.6%
ELF vs PCOR
-22.6%
+273.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -2.7% | +23.7% | -26.4% | -8.6% |
| 30D | +6.9% | +39.0% | -32.1% | -2.6% |
| 3M | +27.2% | +35.8% | -8.6% | +16.0% |
| 6M | +84.9% | +38.2% | +46.6% | +66.1% |
| YTD | +44.5% | +3.9% | +40.5% | +38.7% |
| 1Y | -6.8% | +5.7% | -12.4% | -12.7% |
| 3Y | +14.2% | +44.8% | -30.5% | -5.1% |
| 5Y | +250.6% | -19.8% | +270.4% | +208.8% |
| All | +250.6% | -22.6% | +273.2% | +208.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling