+275.8%
PCAR vs ELF
+383.9%
-108.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.7% | -8.1% | -3.1% |
| 7D | +0.1% | +4.0% | -3.9% | -0.4% |
| 30D | -4.6% | +10.6% | -15.1% | -5.8% |
| 3M | -22.6% | +25.8% | -48.4% | -24.9% |
| 6M | -12.0% | +89.1% | -101.0% | -19.3% |
| YTD | -6.1% | +52.7% | -58.8% | -12.2% |
| 1Y | +6.3% | +51.7% | -45.4% | -0.7% |
| 3Y | +31.8% | +14.2% | +17.6% | +19.2% |
| 5Y | +104.2% | +270.7% | -166.5% | +53.0% |
| 10Y | +302.9% | +341.9% | -39.0% | +170.5% |
| All | +275.8% | +383.9% | -108.1% | +152.0% |
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 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