+364.2%
ELF vs PFG
+203.0%
+161.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.0% | -1.3% | +0.8% |
| 7D | +7.8% | +2.3% | +5.5% | +6.6% |
| 30D | +9.3% | +7.6% | +1.7% | +5.3% |
| 3M | +21.2% | +2.5% | +18.7% | +19.1% |
| 6M | +96.1% | +16.6% | +79.5% | +80.0% |
| YTD | +57.0% | +34.1% | +22.9% | +34.1% |
| 1Y | +61.9% | +44.1% | +17.8% | +33.5% |
| 3Y | +20.0% | +86.3% | -66.3% | -14.1% |
| 5Y | +284.8% | +101.6% | +183.2% | +156.4% |
| 10Y | +364.2% | +197.9% | +166.3% | +141.4% |
| All | +364.2% | +203.0% | +161.2% | +141.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling