-4.6%
PEP vs ELF
+12.5%
-17.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.2% |
| 7D | +6.7% | -2.7% | +9.4% | +6.7% |
| 30D | +13.5% | +6.9% | +6.7% | +13.4% |
| 3M | +3.9% | +27.2% | -23.3% | +3.7% |
| 6M | -6.0% | +84.9% | -90.9% | -6.5% |
| YTD | +2.5% | +44.5% | -42.0% | +1.8% |
| 1Y | +3.9% | -6.8% | +10.7% | +3.3% |
| All | -4.6% | +12.5% | -17.1% | -7.1% |
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