-18.0%
ELF vs PPG
+5.2%
-23.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.4% |
| 7D | +5.4% | -1.5% | +6.8% | +6.0% |
| 30D | +27.0% | -5.0% | +31.9% | +29.9% |
| 3M | +113.2% | +1.1% | +112.1% | +111.8% |
| 6M | +36.6% | -3.2% | +39.7% | +38.7% |
| YTD | +44.2% | +11.9% | +32.4% | +32.1% |
| 1Y | -18.0% | +5.3% | -23.3% | -24.5% |
| All | -18.0% | +5.2% | -23.2% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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