+45.4%
ELF vs PEG
-9.5%
+55.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.4% | +5.8% |
| 7D | +4.0% | -2.3% | +6.2% | +4.4% |
| 30D | +10.6% | +1.2% | +9.4% | +10.3% |
| 3M | +25.8% | -2.4% | +28.2% | +26.8% |
| 6M | +89.1% | -6.9% | +95.9% | +93.0% |
| YTD | +52.7% | -7.2% | +60.0% | +60.1% |
| All | +45.4% | -9.5% | +55.0% | +58.6% |
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 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