+341.3%
ELF vs PENG
+762.7%
-421.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.4% | -4.3% | +0.9% |
| 7D | +5.4% | +4.5% | +0.8% | +4.4% |
| 30D | +27.0% | -7.1% | +34.1% | +28.2% |
| 3M | +113.2% | -27.3% | +140.5% | +118.4% |
| 6M | +36.6% | +169.6% | -133.0% | +3.1% |
| YTD | +44.2% | +164.6% | -120.4% | +8.9% |
| 1Y | -18.0% | +109.5% | -127.5% | -35.3% |
| 3Y | -19.9% | +98.9% | -118.9% | -40.9% |
| 5Y | +257.7% | +116.3% | +141.4% | +150.4% |
| All | +341.3% | +762.7% | -421.3% | +146.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling