-18.0%
ELF vs PEG
-7.0%
-11.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.3% | +2.1% |
| 7D | +5.4% | +0.7% | +4.7% | +5.5% |
| 30D | +27.0% | -2.4% | +29.4% | +26.4% |
| 3M | +113.2% | -4.8% | +118.0% | +111.2% |
| 6M | +36.6% | -10.7% | +47.3% | +33.0% |
| YTD | +44.2% | -6.7% | +50.9% | +46.6% |
| 1Y | -18.0% | -6.8% | -11.1% | -13.1% |
| All | -18.0% | -7.0% | -11.0% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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