+275.1%
ELF vs PTC
+55.9%
+219.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.5% | +5.6% |
| 7D | +4.0% | -0.2% | +4.2% | +4.1% |
| 30D | +10.6% | +0.8% | +9.8% | +10.2% |
| 3M | +25.8% | +32.1% | -6.3% | +7.5% |
| 6M | +89.1% | +42.6% | +46.4% | +51.6% |
| YTD | +52.7% | +12.0% | +40.8% | +40.6% |
| 1Y | +51.7% | +12.2% | +39.6% | +39.4% |
| 3Y | +14.2% | +31.2% | -17.0% | -3.1% |
| All | +275.1% | +55.9% | +219.2% | +175.1% |
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