+21.3%
ELF vs PFGC
+82.6%
-61.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.1% | +2.8% | +3.4% |
| 7D | +1.6% | +3.4% | -1.8% | +0.1% |
| 30D | +9.1% | +16.9% | -7.8% | +1.1% |
| 3M | +28.2% | +6.4% | +21.8% | +24.0% |
| 6M | +119.5% | +16.0% | +103.5% | +103.5% |
| YTD | +55.2% | +23.6% | +31.5% | +37.9% |
| 1Y | +58.6% | +16.6% | +42.0% | +45.2% |
| 3Y | +21.3% | +82.3% | -61.0% | -10.0% |
| All | +21.3% | +82.6% | -61.3% | -10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling