+276.4%
PNC vs ELF
+303.8%
-27.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.3% |
| 7D | -0.6% | -11.6% | +11.1% | +1.2% |
| 30D | -4.4% | +4.6% | -9.0% | -5.2% |
| 3M | +5.2% | +59.7% | -54.5% | -2.4% |
| 6M | +20.6% | +21.2% | -0.6% | +15.8% |
| YTD | +19.8% | +27.4% | -7.7% | +13.4% |
| 1Y | +24.4% | -29.8% | +54.2% | +26.8% |
| 3Y | +131.2% | -28.5% | +159.7% | +117.1% |
| 5Y | +53.1% | +220.0% | -166.9% | +1.9% |
| All | +276.4% | +303.8% | -27.4% | +113.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling