+342.1%
ELF vs PENG
+520.3%
-178.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -23.0% | +19.7% | +0.9% |
| 7D | -2.7% | -36.7% | +33.9% | +4.8% |
| 30D | +6.9% | -42.0% | +48.9% | +16.1% |
| 3M | +27.2% | -33.2% | +60.4% | +33.3% |
| 6M | +84.9% | +2.1% | +82.8% | +68.2% |
| YTD | +44.5% | +90.3% | -45.8% | +13.2% |
| 1Y | -6.8% | +67.7% | -74.4% | -24.8% |
| 3Y | +14.2% | +154.2% | -140.0% | -19.3% |
| 5Y | +250.6% | +28.3% | +222.3% | +165.7% |
| All | +342.1% | +520.3% | -178.3% | +156.1% |
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