+293.6%
ELF vs PEG
+136.9%
+156.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.7% | -5.6% | -5.2% |
| 7D | -1.2% | +1.0% | -2.2% | -1.6% |
| 30D | +5.9% | -1.9% | +7.8% | +6.6% |
| 3M | +99.5% | -3.7% | +103.2% | +102.0% |
| 6M | +26.5% | -9.4% | +36.0% | +30.9% |
| YTD | +37.2% | -6.0% | +43.2% | +39.9% |
| 1Y | -24.4% | -4.4% | -20.1% | -24.2% |
| 3Y | -23.3% | +33.5% | -56.8% | -33.5% |
| 5Y | +245.2% | +35.7% | +209.4% | +192.6% |
| All | +293.6% | +136.9% | +156.7% | +187.6% |
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