+261.4%
ELF vs PPG
+22.6%
+238.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.0% | -2.3% | -3.3% |
| 7D | -10.8% | -5.1% | -5.7% | -8.3% |
| 30D | +0.8% | -9.6% | +10.4% | +6.2% |
| 3M | +64.8% | -6.4% | +71.2% | +70.4% |
| 6M | +19.0% | +0.5% | +18.5% | +18.0% |
| YTD | +25.9% | +4.4% | +21.5% | +21.7% |
| 1Y | -28.8% | -0.9% | -27.9% | -29.3% |
| 3Y | -29.6% | -17.0% | -12.7% | -24.3% |
| 5Y | +216.2% | -23.7% | +239.9% | +245.0% |
| All | +261.4% | +22.6% | +238.7% | +212.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling