+261.4%
ELF vs PNR
+60.9%
+200.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -2.9% | -3.6% |
| 7D | -10.8% | -5.5% | -5.4% | -8.1% |
| 30D | +0.8% | -15.6% | +16.4% | +10.0% |
| 3M | +64.8% | -20.2% | +85.0% | +82.8% |
| 6M | +19.0% | -36.6% | +55.6% | +48.3% |
| YTD | +25.9% | -45.0% | +70.9% | +68.9% |
| 1Y | -28.8% | -47.4% | +18.7% | -1.7% |
| 3Y | -29.6% | -13.7% | -15.9% | -24.3% |
| 5Y | +216.2% | -20.8% | +237.0% | +246.5% |
| All | +261.4% | +60.9% | +200.4% | +191.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling