+338.3%
ELF vs PFGC
+341.7%
-3.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.0% | +7.7% | +6.4% |
| 7D | +4.0% | +8.5% | -4.5% | +0.9% |
| 30D | +10.6% | +15.0% | -4.4% | +5.2% |
| 3M | +25.8% | -6.2% | +32.0% | +27.8% |
| 6M | +89.1% | +15.7% | +73.3% | +79.2% |
| YTD | +52.7% | +19.6% | +33.2% | +42.5% |
| 1Y | +51.7% | +13.2% | +38.5% | +43.9% |
| 3Y | +14.2% | +77.0% | -62.7% | -6.2% |
| 5Y | +270.7% | +121.5% | +149.2% | +178.0% |
| 10Y | +341.9% | +354.5% | -12.6% | +166.1% |
| All | +338.3% | +341.7% | -3.4% | +162.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling