+364.2%
ELF vs PTC
+326.2%
+38.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.6% |
| 7D | +7.8% | +0.8% | +7.0% | +7.5% |
| 30D | +9.3% | +0.7% | +8.5% | +9.0% |
| 3M | +21.2% | +32.6% | -11.4% | +5.4% |
| 6M | +96.1% | +33.6% | +62.5% | +68.0% |
| YTD | +57.0% | +12.4% | +44.5% | +43.8% |
| 1Y | +61.9% | +11.2% | +50.6% | +49.0% |
| 3Y | +20.0% | +31.7% | -11.7% | +4.6% |
| 5Y | +284.8% | +60.1% | +224.7% | +206.7% |
| 10Y | +364.2% | +317.2% | +47.0% | +183.2% |
| All | +364.2% | +326.2% | +38.0% | +183.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling