+13.4%
PG vs ELF
+217.5%
-204.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.6% |
| 7D | -0.8% | -11.6% | +10.8% | -0.2% |
| 30D | +0.8% | +4.6% | -3.8% | +0.6% |
| 3M | -1.3% | +59.7% | -61.0% | -3.6% |
| 6M | -3.8% | +21.2% | -25.0% | -5.1% |
| YTD | +3.6% | +27.4% | -23.8% | +1.9% |
| 1Y | -5.7% | -29.8% | +24.1% | -5.2% |
| 3Y | +1.6% | -28.5% | +30.0% | -0.9% |
| All | +13.4% | +217.5% | -204.1% | -14.1% |
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 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