+314.5%
ELF vs PRU
+139.3%
+175.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.3% | 0.0% | -1.8% |
| 7D | -2.7% | +4.8% | -7.5% | -4.9% |
| 30D | +6.9% | +7.9% | -1.0% | +3.1% |
| 3M | +27.2% | +3.1% | +24.1% | +25.0% |
| 6M | +84.9% | +25.2% | +59.6% | +65.8% |
| YTD | +44.5% | +12.7% | +31.7% | +35.6% |
| 1Y | -6.8% | +23.5% | -30.2% | -16.3% |
| 3Y | +14.2% | +50.6% | -36.3% | -7.4% |
| 5Y | +250.6% | +40.9% | +209.8% | +187.1% |
| 10Y | +318.0% | +125.5% | +192.5% | +190.0% |
| All | +314.5% | +139.3% | +175.2% | +179.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling