+275.1%
ELF vs PFGC
+121.6%
+153.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.0% | +7.7% | +6.6% |
| 7D | +4.0% | +8.5% | -4.5% | -0.2% |
| 30D | +10.6% | +15.0% | -4.4% | +3.4% |
| 3M | +25.8% | -6.2% | +32.0% | +28.6% |
| 6M | +89.1% | +15.7% | +73.3% | +75.6% |
| YTD | +52.7% | +19.6% | +33.2% | +38.6% |
| 1Y | +51.7% | +13.2% | +38.5% | +40.9% |
| 3Y | +14.2% | +77.0% | -62.7% | -13.3% |
| All | +275.1% | +121.6% | +153.5% | +142.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling