-19.5%
ELF vs PENG
+101.4%
-120.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.4% | -4.3% | +1.1% |
| 7D | +5.4% | +4.5% | +0.8% | +4.6% |
| 30D | +27.0% | -7.1% | +34.1% | +28.0% |
| 3M | +113.2% | -27.3% | +140.5% | +117.5% |
| 6M | +36.6% | +169.6% | -133.0% | +2.4% |
| YTD | +44.2% | +164.6% | -120.4% | +8.0% |
| 1Y | -18.0% | +109.5% | -127.5% | -36.0% |
| All | -19.5% | +101.4% | -120.9% | -41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling