+110.5%
PG vs ELF
+317.0%
-206.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.0% | -1.8% |
| 7D | -3.4% | -6.8% | +3.4% | -3.0% |
| 30D | -2.6% | +5.1% | -7.7% | -2.9% |
| 3M | -3.3% | +79.8% | -83.1% | -6.9% |
| 6M | -6.7% | +29.7% | -36.4% | -8.6% |
| YTD | +1.7% | +31.6% | -29.9% | -0.7% |
| 1Y | -7.9% | -27.9% | +20.0% | -7.4% |
| 3Y | +0.9% | -26.4% | +27.4% | -1.6% |
| 5Y | +12.6% | +235.6% | -223.0% | -5.5% |
| All | +110.5% | +317.0% | -206.5% | +65.6% |
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