+357.3%
ELF vs PENG
+705.8%
-348.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -9.1% | +11.0% | +3.6% |
| 7D | -1.5% | -20.5% | +18.9% | +2.3% |
| 30D | +9.5% | -20.4% | +29.9% | +12.7% |
| 3M | +29.4% | -16.4% | +45.8% | +30.8% |
| 6M | +83.7% | +49.2% | +34.5% | +55.5% |
| YTD | +49.4% | +147.2% | -97.8% | +12.2% |
| 1Y | -3.9% | +124.7% | -128.6% | -26.3% |
| 3Y | +18.2% | +230.3% | -212.1% | -20.0% |
| 5Y | +276.1% | +71.4% | +204.7% | +171.5% |
| All | +357.3% | +705.8% | -348.6% | +153.7% |
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