+87.0%
PR vs ELF
-3.2%
+90.3%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.9% | -8.5% | -6.4% |
| 7D | -12.1% | -1.5% | -10.6% | -12.2% |
| 30D | +0.9% | +9.5% | -8.6% | +1.8% |
| 3M | +10.1% | +29.4% | -19.2% | +12.9% |
| 6M | +1.1% | +83.7% | -82.6% | +7.4% |
| YTD | +63.7% | +49.4% | +14.2% | +73.1% |
| 1Y | +87.0% | -3.9% | +91.0% | +91.3% |
| All | +87.0% | -3.2% | +90.3% | +91.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling