-19.5%
ELF vs PFG
+67.7%
-87.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.9% |
| 7D | +5.4% | +5.5% | -0.2% | +2.3% |
| 30D | +27.0% | +2.4% | +24.6% | +25.1% |
| 3M | +113.2% | +13.6% | +99.6% | +97.8% |
| 6M | +36.6% | +27.9% | +8.7% | +18.1% |
| YTD | +44.2% | +35.6% | +8.7% | +21.0% |
| 1Y | -18.0% | +48.5% | -66.5% | -34.8% |
| All | -19.5% | +67.7% | -87.2% | -44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling