+213.6%
PM vs ELF
+397.3%
-183.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.8% | -5.2% | -2.5% |
| 7D | -7.3% | +7.8% | -15.1% | -7.6% |
| 30D | -4.0% | +9.3% | -13.3% | -4.4% |
| 3M | +2.7% | +21.2% | -18.4% | +1.8% |
| 6M | +14.9% | +96.1% | -81.3% | +11.0% |
| YTD | +23.5% | +57.0% | -33.4% | +20.2% |
| 1Y | +30.4% | +61.9% | -31.5% | +26.6% |
| 3Y | +143.2% | +20.0% | +123.2% | +127.8% |
| 5Y | +159.5% | +284.8% | -125.3% | +107.9% |
| 10Y | +234.7% | +364.2% | -129.6% | +140.0% |
| All | +213.6% | +397.3% | -183.7% | +125.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling