-29.8%
ELF vs PPG
-0.8%
-29.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.0% |
| 7D | -11.6% | -6.2% | -5.4% | -8.8% |
| 30D | +4.6% | -7.9% | +12.6% | +8.9% |
| 3M | +59.7% | -10.2% | +69.9% | +67.7% |
| 6M | +21.2% | +2.7% | +18.6% | +20.3% |
| YTD | +27.4% | +4.9% | +22.6% | +20.8% |
| 1Y | -29.8% | -3.2% | -26.6% | -36.2% |
| All | -29.8% | -0.8% | -29.1% | -36.2% |
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