+454.9%
PBR vs ELF
+272.3%
+182.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.9% | -2.6% | +1.2% |
| 7D | -1.0% | +1.6% | -2.6% | -1.1% |
| 30D | -29.3% | +9.1% | -38.4% | -29.5% |
| 3M | +5.5% | +28.2% | -22.6% | +4.7% |
| 6M | -2.9% | +119.5% | -122.4% | -5.6% |
| YTD | +61.5% | +55.2% | +6.3% | +58.4% |
| 1Y | +46.9% | +58.6% | -11.7% | +43.8% |
| 3Y | +66.4% | +21.3% | +45.2% | +58.7% |
| All | +454.9% | +272.3% | +182.6% | +370.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling