+313.8%
ELF vs PFG
+237.9%
+75.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +99.0% |
| 6M | +36.6% | +27.9% | +8.7% | +19.8% |
| YTD | +44.2% | +35.6% | +8.7% | +23.0% |
| 1Y | -18.0% | +48.5% | -66.5% | -33.5% |
| 3Y | -19.9% | +66.9% | -86.8% | -39.4% |
| 5Y | +257.7% | +111.0% | +146.7% | +134.0% |
| All | +313.8% | +237.9% | +75.9% | +101.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling