+328.4%
ELF vs PNR
+94.2%
+234.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.7% | -2.4% | -3.3% |
| 7D | +3.4% | -2.3% | +5.7% | +4.5% |
| 30D | +5.0% | +29.3% | -24.3% | -8.7% |
| 3M | +22.6% | +4.1% | +18.5% | +19.0% |
| 6M | +104.0% | -8.6% | +112.6% | +108.6% |
| YTD | +49.3% | -33.6% | +82.9% | +80.1% |
| 1Y | +46.0% | -36.4% | +82.4% | +80.2% |
| 3Y | +19.4% | +15.1% | +4.3% | +10.3% |
| 5Y | +262.0% | -3.8% | +265.8% | +256.4% |
| 10Y | +320.5% | +99.7% | +220.8% | +181.6% |
| All | +328.4% | +94.2% | +234.2% | +210.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling