-21.0%
PCG vs ELF
+18.9%
-39.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.7% | -7.7% | -2.0% |
| 7D | -1.6% | +4.0% | -5.6% | -1.6% |
| 30D | +1.4% | +10.6% | -9.2% | +1.3% |
| 3M | -23.4% | +25.8% | -49.2% | -23.7% |
| 6M | -19.4% | +89.1% | -108.4% | -20.5% |
| YTD | -18.5% | +52.7% | -71.2% | -19.4% |
| 1Y | -19.5% | +51.7% | -71.3% | -20.4% |
| 3Y | -21.0% | +14.2% | -35.2% | -31.2% |
| All | -21.0% | +18.9% | -39.9% | -31.2% |
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 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