+91.3%
PEP vs ELF
+316.3%
-225.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +3.0% | -0.9% |
| 7D | -0.3% | +3.4% | -3.7% | -0.5% |
| 30D | +11.8% | +5.0% | +6.8% | +11.4% |
| 3M | +3.7% | +22.6% | -18.9% | +2.3% |
| 6M | -4.3% | +104.0% | -108.3% | -8.6% |
| YTD | +2.1% | +49.3% | -47.2% | -1.1% |
| 1Y | +2.5% | +46.0% | -43.5% | -0.7% |
| 3Y | -5.0% | +19.4% | -24.4% | -11.6% |
| 5Y | +2.9% | +262.0% | -259.2% | -15.9% |
| All | +91.3% | +316.3% | -225.1% | +43.5% |
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