+338.3%
ELF vs PFG
+221.2%
+117.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.7% | +7.4% | +6.6% |
| 7D | +4.0% | -0.6% | +4.6% | +4.2% |
| 30D | +10.6% | +2.0% | +8.6% | +9.3% |
| 3M | +25.8% | -3.2% | +29.0% | +27.1% |
| 6M | +89.1% | +10.9% | +78.1% | +77.9% |
| YTD | +52.7% | +28.8% | +23.9% | +33.2% |
| 1Y | +51.7% | +39.2% | +12.6% | +27.4% |
| 3Y | +14.2% | +75.0% | -60.8% | -15.6% |
| 5Y | +270.7% | +91.9% | +178.8% | +153.6% |
| 10Y | +341.9% | +202.3% | +139.6% | +130.2% |
| All | +338.3% | +221.2% | +117.0% | +117.9% |
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 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