+168.1%
PM vs ELF
+266.1%
-98.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.7% | -7.5% | -1.7% |
| 7D | -5.2% | +4.0% | -9.2% | -5.2% |
| 30D | +2.7% | +10.6% | -7.9% | +2.8% |
| 3M | +6.1% | +25.8% | -19.7% | +6.5% |
| 6M | +18.0% | +89.1% | -71.1% | +19.0% |
| YTD | +26.6% | +52.7% | -26.2% | +27.5% |
| 1Y | +36.7% | +51.7% | -15.1% | +37.6% |
| 3Y | +146.0% | +14.2% | +131.8% | +140.5% |
| All | +168.1% | +266.1% | -98.0% | +122.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling