+295.0%
PCAR vs ELF
+335.0%
-40.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.5% | +2.4% |
| 7D | +2.2% | +4.3% | -2.1% | +1.6% |
| 30D | +0.3% | +7.7% | -7.4% | -0.6% |
| 3M | -17.9% | +24.7% | -42.6% | -20.3% |
| 6M | -3.4% | +114.6% | -118.0% | -12.8% |
| YTD | -0.1% | +55.8% | -55.9% | -6.9% |
| 1Y | +13.4% | +51.9% | -38.5% | +6.0% |
| 3Y | +37.2% | +24.6% | +12.6% | +22.6% |
| 5Y | +117.3% | +279.2% | -161.8% | +62.0% |
| 10Y | +295.0% | +338.7% | -43.8% | +166.4% |
| All | +295.0% | +335.0% | -40.1% | +166.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling