+70.4%
PCAR vs ELF
-19.9%
+90.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -2.0% | -0.1% |
| 7D | -0.5% | +5.4% | -5.9% | -1.1% |
| 30D | -6.2% | +27.0% | -33.2% | -8.9% |
| 3M | +5.9% | +113.2% | -107.3% | -3.3% |
| 6M | +0.4% | +36.6% | -36.2% | -3.9% |
| YTD | +14.8% | +44.2% | -29.4% | +8.8% |
| 1Y | +30.1% | -18.0% | +48.1% | +29.8% |
| All | +70.4% | -19.9% | +90.3% | +54.8% |
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