+313.8%
ELF vs PNR
+70.8%
+243.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +1.9% |
| 7D | +5.4% | -2.4% | +7.7% | +6.6% |
| 30D | +27.0% | -12.8% | +39.7% | +36.1% |
| 3M | +113.2% | -17.0% | +130.2% | +131.3% |
| 6M | +36.6% | -37.4% | +74.0% | +71.3% |
| YTD | +44.2% | -41.6% | +85.8% | +87.4% |
| 1Y | -18.0% | -44.6% | +26.6% | +10.1% |
| 3Y | -19.9% | -12.1% | -7.8% | -14.9% |
| 5Y | +257.7% | -17.4% | +275.1% | +282.6% |
| All | +313.8% | +70.8% | +243.0% | +223.3% |
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