+286.6%
ELF vs PTC
+313.0%
-26.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.2% | -4.2% |
| 7D | +3.4% | +0.8% | +2.5% | +3.0% |
| 30D | +5.0% | +1.2% | +3.8% | +4.5% |
| 3M | +22.6% | +32.6% | -10.0% | +6.7% |
| 6M | +104.0% | +36.1% | +67.9% | +73.3% |
| YTD | +49.3% | +12.7% | +36.7% | +36.7% |
| 1Y | +46.0% | +10.2% | +35.9% | +35.0% |
| 3Y | +19.4% | +29.4% | -10.1% | +4.9% |
| 5Y | +262.0% | +61.1% | +200.9% | +188.1% |
| All | +286.6% | +313.0% | -26.4% | +140.7% |
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