-27.9%
ELF vs PEG
-6.5%
-21.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.8% | -4.4% |
| 7D | -6.8% | -1.0% | -5.8% | -6.9% |
| 30D | +5.1% | -2.6% | +7.7% | +4.6% |
| 3M | +79.8% | -7.6% | +87.4% | +77.5% |
| 6M | +29.7% | -12.2% | +41.9% | +26.1% |
| YTD | +31.6% | -8.1% | +39.7% | +33.6% |
| 1Y | -27.9% | -7.0% | -20.9% | -23.1% |
| All | -27.9% | -6.5% | -21.4% | -23.1% |
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