-19.5%
ELF vs PTC
-3.9%
-15.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.0% | +8.1% | +5.3% |
| 7D | +5.4% | -10.3% | +15.6% | +11.4% |
| 30D | +27.0% | +1.1% | +25.8% | +25.4% |
| 3M | +113.2% | +1.6% | +111.6% | +107.5% |
| 6M | +36.6% | -13.5% | +50.0% | +46.7% |
| YTD | +44.2% | -19.1% | +63.3% | +61.0% |
| 1Y | -18.0% | -33.9% | +15.9% | +8.0% |
| All | -19.5% | -3.9% | -15.6% | -24.2% |
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 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