+642.1%
PBR vs ELF
+357.0%
+285.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -2.2% |
| 7D | +8.6% | +5.4% | +3.2% | +7.8% |
| 30D | +12.8% | +27.0% | -14.2% | +9.2% |
| 3M | +14.7% | +113.2% | -98.5% | +3.1% |
| 6M | +25.2% | +36.6% | -11.4% | +18.7% |
| YTD | +77.1% | +44.2% | +32.9% | +65.5% |
| 1Y | +69.6% | -18.0% | +87.5% | +69.0% |
| 3Y | +95.6% | -19.9% | +115.5% | +80.7% |
| 5Y | +501.8% | +257.7% | +244.1% | +278.5% |
| All | +642.1% | +357.0% | +285.2% | +280.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling