+314.5%
ELF vs PTC
+339.9%
-25.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.5% |
| 3M | +27.2% | +39.6% | -12.4% | +8.4% |
| 6M | +84.9% | +41.5% | +43.4% | +54.3% |
| YTD | +44.5% | +11.7% | +32.8% | +32.8% |
| 1Y | -6.8% | +2.4% | -9.2% | -9.4% |
| 3Y | +14.2% | +31.9% | -17.7% | -0.3% |
| 5Y | +250.6% | +54.5% | +196.1% | +183.5% |
| 10Y | +318.0% | +342.1% | -24.1% | +158.8% |
| All | +314.5% | +339.9% | -25.3% | +156.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling