+273.0%
ELF vs PFG
+92.7%
+180.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.5% | +3.4% | +3.7% |
| 7D | +1.6% | +2.4% | -0.8% | +0.5% |
| 30D | +9.1% | +5.9% | +3.2% | +6.1% |
| 3M | +28.2% | -0.4% | +28.6% | +27.9% |
| 6M | +119.5% | +14.8% | +104.7% | +103.2% |
| YTD | +55.2% | +31.9% | +23.2% | +34.0% |
| 1Y | +58.6% | +38.8% | +19.8% | +33.6% |
| 3Y | +21.3% | +82.4% | -61.1% | -11.1% |
| All | +273.0% | +92.7% | +180.3% | +151.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling