-5.1%
PCG vs ELF
-17.5%
+12.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.3% | +2.5% |
| 7D | -13.9% | +5.4% | -19.2% | -13.8% |
| 30D | -16.9% | +27.0% | -43.8% | -17.1% |
| 3M | -14.7% | +113.2% | -127.9% | -15.8% |
| 6M | -23.8% | +36.6% | -60.4% | -24.0% |
| YTD | -10.5% | +44.2% | -54.7% | -11.1% |
| 1Y | -5.1% | -18.0% | +12.9% | -3.6% |
| All | -5.1% | -17.5% | +12.4% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling