+8.0%
ELF vs PENG
+153.0%
-145.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -23.0% | +19.7% | +0.4% |
| 7D | -2.7% | -36.7% | +33.9% | +3.9% |
| 30D | +6.9% | -42.0% | +48.9% | +14.9% |
| 3M | +27.2% | -33.2% | +60.4% | +32.2% |
| 6M | +84.9% | +2.1% | +82.8% | +61.1% |
| YTD | +44.5% | +90.3% | -45.8% | +3.2% |
| 1Y | -6.8% | +67.7% | -74.4% | -30.9% |
| All | +8.0% | +153.0% | -145.0% | -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