-19.5%
ELF vs PFGC
+60.5%
-80.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.3% |
| 7D | +5.4% | -2.2% | +7.6% | +6.4% |
| 30D | +27.0% | -11.9% | +38.9% | +34.6% |
| 3M | +113.2% | +5.0% | +108.2% | +107.6% |
| 6M | +36.6% | +8.6% | +28.0% | +30.5% |
| YTD | +44.2% | +9.7% | +34.5% | +36.2% |
| 1Y | -18.0% | -6.3% | -11.7% | -16.2% |
| All | -19.5% | +60.5% | -80.0% | -36.2% |
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