+287.9%
ELF vs PCOR
-10.0%
+297.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +19.7% | -17.8% | -3.0% |
| 7D | -1.5% | +21.8% | -23.4% | -6.7% |
| 30D | +9.5% | +39.5% | -30.0% | +0.3% |
| 3M | +29.4% | +35.2% | -5.9% | +18.8% |
| 6M | +83.7% | +21.7% | +62.0% | +71.7% |
| YTD | +49.4% | +3.9% | +45.5% | +43.8% |
| 1Y | -3.9% | +6.9% | -10.9% | -10.0% |
| 3Y | +18.2% | +44.8% | -26.6% | +0.1% |
| 5Y | +276.1% | -21.9% | +298.1% | +220.1% |
| All | +287.9% | -10.0% | +297.9% | +227.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling