+338.3%
ELF vs PEG
+133.8%
+204.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.4% | +6.0% |
| 7D | +4.0% | -2.3% | +6.2% | +4.8% |
| 30D | +10.6% | +1.2% | +9.4% | +10.0% |
| 3M | +25.8% | -2.4% | +28.2% | +26.6% |
| 6M | +89.1% | -6.9% | +95.9% | +93.2% |
| YTD | +52.7% | -7.2% | +60.0% | +56.2% |
| 1Y | +51.7% | -8.9% | +60.6% | +56.2% |
| 3Y | +14.2% | +27.1% | -12.9% | +1.0% |
| 5Y | +270.7% | +33.8% | +236.9% | +215.6% |
| 10Y | +341.9% | +150.2% | +191.8% | +203.8% |
| All | +338.3% | +133.8% | +204.5% | +221.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling