+9.3%
PCG vs ELF
+272.3%
-263.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.9% | -1.8% | +2.0% |
| 7D | +2.2% | +1.6% | +0.6% | +2.1% |
| 30D | +0.8% | +9.1% | -8.3% | +0.3% |
| 3M | -23.8% | +28.2% | -52.0% | -25.0% |
| 6M | -19.6% | +119.5% | -139.2% | -23.6% |
| YTD | -16.7% | +55.2% | -71.9% | -19.5% |
| 1Y | -19.4% | +58.6% | -78.0% | -22.2% |
| 3Y | -18.3% | +21.3% | -39.6% | -27.1% |
| All | +9.3% | +272.3% | -263.0% | -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