-6.8%
ELF vs PENG
+73.0%
-79.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -23.0% | +19.7% | -1.4% |
| 7D | -2.7% | -36.7% | +33.9% | +0.6% |
| 30D | +6.9% | -42.0% | +48.9% | +10.9% |
| 3M | +27.2% | -33.2% | +60.4% | +29.6% |
| 6M | +84.9% | +2.1% | +82.8% | +54.7% |
| YTD | +44.5% | +90.3% | -45.8% | -11.8% |
| 1Y | -6.8% | +67.7% | -74.4% | -37.6% |
| All | -6.8% | +73.0% | -79.7% | -37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling