-76.4%
PCG vs ELF
+357.0%
-433.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.3% | +2.2% |
| 7D | -13.9% | +5.4% | -19.2% | -14.5% |
| 30D | -16.9% | +27.0% | -43.8% | -19.4% |
| 3M | -14.7% | +113.2% | -127.9% | -22.7% |
| 6M | -23.8% | +36.6% | -60.4% | -27.4% |
| YTD | -10.5% | +44.2% | -54.7% | -15.8% |
| 1Y | -5.1% | -18.0% | +12.9% | -5.5% |
| 3Y | -11.6% | -19.9% | +8.3% | -17.9% |
| 5Y | +59.0% | +257.7% | -198.7% | +6.0% |
| All | -76.4% | +357.0% | -433.3% | -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 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