+30.9%
PM vs ELF
+45.6%
-14.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.2% | +4.3% | 0.0% |
| 7D | -2.4% | +3.4% | -5.8% | -2.3% |
| 30D | -1.3% | +5.0% | -6.3% | -1.1% |
| 3M | +6.5% | +22.6% | -16.0% | +7.4% |
| 6M | +7.0% | +104.0% | -97.0% | +10.4% |
| YTD | +25.8% | +49.3% | -23.5% | +28.5% |
| 1Y | +30.9% | +46.0% | -15.1% | +33.5% |
| All | +30.9% | +45.6% | -14.7% | +33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling