+193.9%
PM vs ELF
+357.0%
-163.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.0% |
| 7D | -4.9% | +5.4% | -10.2% | -5.1% |
| 30D | -3.4% | +27.0% | -30.4% | -4.5% |
| 3M | +5.2% | +113.2% | -108.0% | +1.4% |
| 6M | +3.7% | +36.6% | -32.9% | +1.9% |
| YTD | +15.8% | +44.2% | -28.5% | +13.2% |
| 1Y | +17.4% | -18.0% | +35.4% | +17.4% |
| 3Y | +116.9% | -19.9% | +136.9% | +110.2% |
| 5Y | +117.3% | +257.7% | -140.4% | +74.5% |
| All | +193.9% | +357.0% | -163.1% | +112.0% |
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 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