-18.0%
ELF vs PNR
-43.1%
+25.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.0% |
| 7D | +5.4% | -2.4% | +7.7% | +6.3% |
| 30D | +27.0% | -12.8% | +39.7% | +33.6% |
| 3M | +113.2% | -17.0% | +130.2% | +125.3% |
| 6M | +36.6% | -37.4% | +74.0% | +69.9% |
| YTD | +44.2% | -41.6% | +85.8% | +85.0% |
| 1Y | -18.0% | -44.6% | +26.6% | +14.0% |
| All | -18.0% | -43.1% | +25.1% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling