+303.3%
ELF vs PTC
+312.8%
-9.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +4.3% | +0.5% | +3.8% | +4.1% |
| 30D | +7.7% | +0.9% | +6.8% | +7.4% |
| 3M | +24.7% | +30.4% | -5.7% | +9.3% |
| 6M | +114.6% | +34.4% | +80.2% | +83.3% |
| YTD | +55.8% | +12.6% | +43.2% | +42.7% |
| 1Y | +51.9% | +10.2% | +41.7% | +40.4% |
| 3Y | +24.6% | +29.4% | -4.8% | +9.5% |
| 5Y | +279.2% | +63.7% | +215.5% | +200.1% |
| All | +303.3% | +312.8% | -9.4% | +151.2% |
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