+114.0%
PCAR vs ELF
+264.1%
-150.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.2% | +2.5% | -1.1% |
| 7D | +2.1% | +3.4% | -1.3% | +1.6% |
| 30D | -1.2% | +5.0% | -6.2% | -1.9% |
| 3M | -18.6% | +22.6% | -41.2% | -20.9% |
| 6M | -5.1% | +104.0% | -109.0% | -14.0% |
| YTD | -1.8% | +49.3% | -51.1% | -8.1% |
| 1Y | +10.6% | +46.0% | -35.4% | +3.7% |
| 3Y | +34.9% | +19.4% | +15.5% | +17.3% |
| 5Y | +114.0% | +262.0% | -148.1% | +29.2% |
| All | +114.0% | +264.1% | -150.1% | +29.2% |
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