+367.4%
ELF vs PENG
+597.2%
-229.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +12.4% | -6.7% | +3.4% |
| 7D | +4.0% | -19.4% | +23.4% | +7.3% |
| 30D | +10.6% | -42.4% | +53.0% | +20.4% |
| 3M | +25.8% | -25.6% | +51.5% | +29.2% |
| 6M | +89.1% | +7.3% | +81.8% | +70.7% |
| YTD | +52.7% | +113.9% | -61.1% | +17.1% |
| 1Y | +51.7% | +93.6% | -41.8% | +18.7% |
| 3Y | +14.2% | +170.2% | -156.0% | -20.2% |
| 5Y | +270.7% | +44.2% | +226.5% | +174.8% |
| All | +367.4% | +597.2% | -229.8% | +164.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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