+286.6%
ELF vs PEG
+167.4%
+119.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.7% | -4.8% | -4.4% |
| 7D | +3.4% | +2.3% | +1.0% | +2.5% |
| 30D | +5.0% | +6.1% | -1.2% | +2.5% |
| 3M | +22.6% | -0.5% | +23.1% | +22.5% |
| 6M | +104.0% | -3.2% | +107.1% | +105.5% |
| YTD | +49.3% | -4.4% | +53.7% | +51.0% |
| 1Y | +46.0% | -7.4% | +53.4% | +49.5% |
| 3Y | +19.4% | +33.9% | -14.6% | +3.5% |
| 5Y | +262.0% | +42.3% | +219.7% | +200.8% |
| All | +286.6% | +167.4% | +119.2% | +172.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling