+279.2%
ELF vs PPG
-13.2%
+292.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.3% |
| 7D | +4.3% | -1.2% | +5.5% | +4.9% |
| 30D | +7.7% | +21.2% | -13.5% | -3.2% |
| 3M | +24.7% | +8.2% | +16.5% | +19.2% |
| 6M | +114.6% | +17.2% | +97.5% | +96.0% |
| YTD | +55.8% | +25.0% | +30.8% | +35.6% |
| 1Y | +51.9% | +33.5% | +18.4% | +27.2% |
| 3Y | +24.6% | +4.2% | +20.4% | +18.1% |
| 5Y | +279.2% | -12.7% | +291.9% | +282.6% |
| All | +279.2% | -13.2% | +292.4% | +282.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling