+209.9%
PLD vs ELF
+383.9%
-174.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.7% | -7.0% | -1.9% |
| 7D | -0.8% | +4.0% | -4.8% | -1.3% |
| 30D | -0.3% | +10.6% | -10.8% | -1.5% |
| 3M | -8.0% | +25.8% | -33.8% | -10.7% |
| 6M | -9.8% | +89.1% | -98.9% | -17.2% |
| YTD | +1.8% | +52.7% | -51.0% | -4.8% |
| 1Y | +5.6% | +51.7% | -46.1% | -1.4% |
| 3Y | +33.3% | +14.2% | +19.0% | +18.5% |
| 5Y | +0.3% | +270.7% | -270.4% | -28.5% |
| 10Y | +241.6% | +341.9% | -100.3% | +115.9% |
| All | +209.9% | +383.9% | -174.0% | +95.8% |
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