+221.7%
PR vs ELF
+266.1%
-44.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.7% | -3.8% | +1.5% |
| 7D | -16.4% | +4.0% | -20.4% | -16.7% |
| 30D | -1.9% | +10.6% | -12.5% | -2.8% |
| 3M | +8.0% | +25.8% | -17.9% | +5.7% |
| 6M | +4.1% | +89.1% | -85.0% | -2.3% |
| YTD | +58.7% | +52.7% | +6.0% | +50.9% |
| 1Y | +75.8% | +51.7% | +24.1% | +67.1% |
| 3Y | +73.2% | +14.2% | +58.9% | +52.3% |
| All | +221.7% | +266.1% | -44.4% | +85.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling