-76.2%
PCG vs ELF
+357.0%
-433.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | -0.5% | +6.3% | -6.7% | -1.2% |
| 30D | +0.8% | +8.5% | -7.7% | -0.3% |
| 3M | -22.0% | +24.4% | -46.5% | -24.3% |
| 6M | -17.1% | +94.7% | -111.8% | -24.2% |
| YTD | -16.9% | +55.9% | -72.7% | -22.6% |
| 1Y | -19.1% | +48.4% | -67.5% | -24.3% |
| 3Y | -19.4% | +24.6% | -44.1% | -30.4% |
| 5Y | +9.0% | +285.0% | -276.0% | -28.0% |
| 10Y | -76.2% | +357.2% | -433.4% | -86.9% |
| All | -76.2% | +357.0% | -433.2% | -86.9% |
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