+338.3%
ELF vs PNR
+94.2%
+244.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.4% | +8.1% | +6.9% |
| 7D | +4.0% | +2.8% | +1.2% | +2.3% |
| 30D | +10.6% | +31.2% | -20.6% | -4.6% |
| 3M | +25.8% | -2.1% | +27.9% | +26.0% |
| 6M | +89.1% | -14.0% | +103.0% | +99.8% |
| YTD | +52.7% | -33.6% | +86.3% | +84.2% |
| 1Y | +51.7% | -35.2% | +86.9% | +85.4% |
| 3Y | +14.2% | +15.8% | -1.6% | +5.1% |
| 5Y | +270.7% | -1.8% | +272.5% | +261.5% |
| 10Y | +341.9% | +117.0% | +225.0% | +184.3% |
| All | +338.3% | +94.2% | +244.1% | +217.8% |
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