+364.2%
ELF vs PFGC
+360.0%
+4.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.0% | -1.2% | +1.5% |
| 7D | +7.8% | +10.8% | -3.0% | +3.9% |
| 30D | +9.3% | +17.8% | -8.5% | +3.1% |
| 3M | +21.2% | -2.7% | +23.9% | +21.6% |
| 6M | +96.1% | +20.0% | +76.1% | +83.7% |
| YTD | +57.0% | +24.3% | +32.7% | +44.6% |
| 1Y | +61.9% | +13.2% | +48.6% | +53.6% |
| 3Y | +20.0% | +85.9% | -65.9% | -3.0% |
| 5Y | +284.8% | +141.0% | +143.7% | +180.9% |
| 10Y | +364.2% | +370.6% | -6.4% | +176.1% |
| All | +364.2% | +360.0% | +4.3% | +176.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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