+278.5%
PNC vs ELF
+357.0%
-78.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.1% |
| 7D | +1.4% | +5.4% | -4.0% | +0.6% |
| 30D | -3.8% | +27.0% | -30.8% | -7.3% |
| 3M | +9.0% | +113.2% | -104.2% | -3.2% |
| 6M | +16.6% | +36.6% | -19.9% | +10.1% |
| YTD | +20.4% | +44.2% | -23.8% | +12.0% |
| 1Y | +22.3% | -18.0% | +40.3% | +21.8% |
| 3Y | +124.5% | -19.9% | +144.5% | +107.6% |
| 5Y | +54.1% | +257.7% | -203.6% | +1.0% |
| All | +278.5% | +357.0% | -78.4% | +111.0% |
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