+250.6%
ELF vs PENG
+31.0%
+219.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -23.0% | +19.7% | +0.7% |
| 7D | -2.7% | -36.7% | +33.9% | +4.4% |
| 30D | +6.9% | -42.0% | +48.9% | +15.6% |
| 3M | +27.2% | -33.2% | +60.4% | +32.8% |
| 6M | +84.9% | +2.1% | +82.8% | +65.0% |
| YTD | +44.5% | +90.3% | -45.8% | +8.7% |
| 1Y | -6.8% | +67.7% | -74.4% | -27.6% |
| 3Y | +14.2% | +154.2% | -140.0% | -23.7% |
| 5Y | +250.6% | +28.3% | +222.3% | +155.6% |
| All | +250.6% | +31.0% | +219.6% | +155.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling