+17.6%
PM vs ELF
-23.1%
+40.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.9% | +6.1% | +1.0% |
| 7D | -1.3% | -1.2% | -0.1% | -1.3% |
| 30D | -2.6% | +5.9% | -8.5% | -2.3% |
| 3M | +5.8% | +99.5% | -93.7% | +9.4% |
| 6M | +10.6% | +26.5% | -16.0% | +11.8% |
| YTD | +17.2% | +37.2% | -20.0% | +19.3% |
| 1Y | +17.6% | -24.4% | +42.1% | +15.0% |
| All | +17.6% | -23.1% | +40.7% | +15.0% |
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