-28.8%
ELF vs PNR
-47.3%
+18.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -2.9% | -3.8% |
| 7D | -10.8% | -5.5% | -5.4% | -8.8% |
| 30D | +0.8% | -15.6% | +16.4% | +7.6% |
| 3M | +64.8% | -20.2% | +85.0% | +77.0% |
| 6M | +19.0% | -36.6% | +55.6% | +44.3% |
| YTD | +25.9% | -45.0% | +70.9% | +65.8% |
| 1Y | -28.8% | -47.4% | +18.7% | +1.7% |
| All | -28.8% | -47.3% | +18.5% | +1.7% |
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