+100.0%
PBR vs ELF
-27.2%
+127.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.5% | +0.6% |
| 7D | +0.3% | -6.8% | +7.1% | +0.5% |
| 30D | +17.5% | +5.1% | +12.5% | +17.3% |
| 3M | +20.9% | +79.8% | -58.9% | +18.6% |
| 6M | +20.2% | +29.7% | -9.5% | +19.2% |
| YTD | +84.3% | +31.6% | +52.7% | +82.0% |
| 1Y | +77.1% | -27.9% | +105.0% | +79.6% |
| All | +100.0% | -27.2% | +127.2% | +92.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling