+197.4%
PM vs ELF
+334.6%
-137.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.9% | +6.1% | +1.4% |
| 7D | -1.3% | -1.2% | -0.1% | -1.3% |
| 30D | -2.6% | +5.9% | -8.5% | -2.9% |
| 3M | +5.8% | +99.5% | -93.7% | +2.3% |
| 6M | +10.6% | +26.5% | -16.0% | +9.0% |
| YTD | +17.2% | +37.2% | -20.0% | +14.8% |
| 1Y | +17.6% | -24.4% | +42.1% | +18.1% |
| 3Y | +124.3% | -23.3% | +147.6% | +117.6% |
| 5Y | +125.1% | +245.2% | -120.1% | +80.8% |
| All | +197.4% | +334.6% | -137.2% | +115.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling