+74.8%
PBR vs ELF
-31.2%
+106.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.3% | +6.5% | +1.9% |
| 7D | +4.2% | -10.8% | +15.1% | +3.6% |
| 30D | +22.7% | +0.8% | +21.9% | +22.7% |
| 3M | +21.5% | +64.8% | -43.2% | +24.0% |
| 6M | +24.0% | +19.0% | +5.0% | +25.9% |
| YTD | +88.2% | +25.9% | +62.3% | +90.7% |
| 1Y | +74.8% | -28.8% | +103.6% | +80.6% |
| All | +74.8% | -31.2% | +106.0% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling