+286.6%
ELF vs PFG
+182.5%
+104.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.5% | -2.7% | -3.4% |
| 7D | +3.4% | +0.1% | +3.2% | +3.2% |
| 30D | +5.0% | +5.0% | 0.0% | +2.4% |
| 3M | +22.6% | +0.1% | +22.5% | +21.9% |
| 6M | +104.0% | +13.8% | +90.2% | +89.4% |
| YTD | +49.3% | +31.2% | +18.1% | +28.9% |
| 1Y | +46.0% | +37.1% | +9.0% | +23.4% |
| 3Y | +19.4% | +80.6% | -61.2% | -13.2% |
| 5Y | +262.0% | +93.7% | +168.3% | +145.9% |
| All | +286.6% | +182.5% | +104.0% | +98.9% |
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