+24.6%
ELF vs PRU
+56.1%
-31.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.2% |
| 7D | +6.3% | +3.8% | +2.5% | +4.2% |
| 30D | +8.5% | +9.0% | -0.5% | +3.7% |
| 3M | +24.4% | +2.1% | +22.3% | +22.6% |
| 6M | +94.7% | +25.4% | +69.3% | +72.3% |
| YTD | +55.9% | +13.5% | +42.3% | +44.4% |
| 1Y | +48.4% | +21.3% | +27.1% | +32.7% |
| 3Y | +24.6% | +55.1% | -30.5% | -13.5% |
| All | +24.6% | +56.1% | -31.5% | -13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling