-3.9%
ELF vs PTC
+0.1%
-4.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.8% |
| 7D | -1.5% | +0.1% | -1.7% | -1.6% |
| 30D | +9.5% | +1.5% | +8.0% | +9.2% |
| 3M | +29.4% | +37.8% | -8.4% | +18.2% |
| 6M | +83.7% | +41.2% | +42.5% | +61.8% |
| YTD | +49.4% | +12.0% | +37.4% | +74.9% |
| 1Y | -3.9% | +1.6% | -5.6% | +55.2% |
| All | -3.9% | +0.1% | -4.0% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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