+273.0%
ELF vs PEG
+43.5%
+229.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.4% | +2.5% | +3.5% |
| 7D | +1.6% | +4.5% | -2.9% | +0.3% |
| 30D | +9.1% | +7.5% | +1.6% | +6.8% |
| 3M | +28.2% | +0.8% | +27.3% | +27.7% |
| 6M | +119.5% | 0.0% | +119.5% | +118.8% |
| YTD | +55.2% | -3.0% | +58.2% | +56.2% |
| 1Y | +58.6% | -4.7% | +63.3% | +60.6% |
| 3Y | +21.3% | +36.5% | -15.2% | +8.1% |
| All | +273.0% | +43.5% | +229.5% | +228.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling