+1.7%
PEP vs ELF
-23.1%
+24.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.5% | +0.7% |
| 7D | +0.1% | -1.2% | +1.3% | +0.1% |
| 30D | +0.7% | +5.9% | -5.3% | +0.5% |
| 3M | -0.5% | +99.5% | -100.1% | -1.9% |
| 6M | -11.3% | +26.5% | -37.8% | -12.5% |
| YTD | -0.6% | +37.2% | -37.8% | -1.9% |
| 1Y | +1.7% | -24.4% | +26.1% | -2.7% |
| All | +1.7% | -23.1% | +24.8% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling