+273.0%
ELF vs PTC
+60.7%
+212.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +4.0% | +4.0% |
| 7D | +1.6% | +0.5% | +1.1% | +1.4% |
| 30D | +9.1% | +1.2% | +7.9% | +8.5% |
| 3M | +28.2% | +27.4% | +0.8% | +11.9% |
| 6M | +119.5% | +39.2% | +80.3% | +79.0% |
| YTD | +55.2% | +12.5% | +42.6% | +42.5% |
| 1Y | +58.6% | +12.3% | +46.3% | +45.6% |
| 3Y | +21.3% | +28.8% | -7.5% | +4.0% |
| All | +273.0% | +60.7% | +212.3% | +170.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling