+8.0%
ELF vs PTC
+31.8%
-23.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.2% |
| 7D | -2.7% | -0.1% | -2.6% | -2.7% |
| 30D | +6.9% | +0.8% | +6.0% | +6.6% |
| 3M | +27.2% | +39.6% | -12.4% | +8.2% |
| 6M | +84.9% | +41.5% | +43.4% | +52.6% |
| YTD | +44.5% | +11.7% | +32.8% | +38.9% |
| 1Y | -6.8% | +2.4% | -9.2% | -1.5% |
| All | +8.0% | +31.8% | -23.8% | 0.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling