+328.4%
ELF vs PPG
+43.7%
+284.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.1% | -2.1% | -3.1% |
| 7D | +3.4% | -0.2% | +3.5% | +3.5% |
| 30D | +5.0% | +17.7% | -12.8% | -3.6% |
| 3M | +22.6% | +7.4% | +15.2% | +18.0% |
| 6M | +104.0% | +16.4% | +87.6% | +88.1% |
| YTD | +49.3% | +22.4% | +26.9% | +32.8% |
| 1Y | +46.0% | +28.6% | +17.4% | +26.5% |
| 3Y | +19.4% | +2.0% | +17.4% | +15.7% |
| 5Y | +262.0% | -15.6% | +277.6% | +274.3% |
| 10Y | +320.5% | +54.6% | +265.8% | +232.0% |
| All | +328.4% | +43.7% | +284.7% | +241.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling