+232.6%
PLD vs ELF
+357.0%
-124.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -1.0% |
| 7D | -2.4% | +5.4% | -7.7% | -3.0% |
| 30D | -2.4% | +27.0% | -29.4% | -5.3% |
| 3M | -3.8% | +113.2% | -117.0% | -12.7% |
| 6M | 0.0% | +36.6% | -36.6% | -4.6% |
| YTD | +9.2% | +44.2% | -35.0% | +3.0% |
| 1Y | +25.9% | -18.0% | +43.9% | +25.6% |
| 3Y | +21.3% | -19.9% | +41.2% | +13.5% |
| 5Y | +14.1% | +257.7% | -243.6% | -18.3% |
| All | +232.6% | +357.0% | -124.4% | +111.9% |
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