-18.0%
ELF vs PRU
+19.0%
-37.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.4% |
| 7D | +5.4% | +1.9% | +3.5% | +4.6% |
| 30D | +27.0% | +2.7% | +24.3% | +25.5% |
| 3M | +113.2% | +19.5% | +93.7% | +100.3% |
| 6M | +36.6% | +26.6% | +9.9% | +24.9% |
| YTD | +44.2% | +12.3% | +31.9% | +33.2% |
| 1Y | -18.0% | +18.0% | -36.0% | -24.5% |
| All | -18.0% | +19.0% | -37.0% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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