+150.0%
PM vs ELF
+24.2%
+125.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.9% | -2.8% | +1.3% |
| 7D | +0.5% | +1.6% | -1.0% | +0.6% |
| 30D | -3.2% | +9.1% | -12.3% | -2.8% |
| 3M | +6.2% | +28.2% | -21.9% | +7.3% |
| 6M | +7.7% | +119.5% | -111.9% | +11.3% |
| YTD | +27.3% | +55.2% | -27.9% | +30.1% |
| 1Y | +32.8% | +58.6% | -25.8% | +36.0% |
| 3Y | +150.0% | +21.3% | +128.7% | +137.5% |
| All | +150.0% | +24.2% | +125.8% | +137.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling