-3.9%
ELF vs PFG
+46.8%
-50.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.1% | -2.2% | +0.7% |
| 7D | -1.5% | +4.9% | -6.4% | -3.0% |
| 30D | +9.5% | +5.7% | +3.9% | +7.6% |
| 3M | +29.4% | +2.6% | +26.8% | +28.1% |
| 6M | +83.7% | +19.8% | +63.9% | +67.2% |
| YTD | +49.4% | +36.3% | +13.1% | +30.1% |
| 1Y | -3.9% | +47.9% | -51.8% | -15.8% |
| All | -3.9% | +46.8% | -50.8% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling