+88.1%
PR vs ELF
+357.0%
-268.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -2.0% |
| 7D | +2.9% | +5.4% | -2.4% | +1.7% |
| 30D | +18.0% | +27.0% | -8.9% | +11.9% |
| 3M | +16.9% | +113.2% | -96.3% | -2.1% |
| 6M | +28.2% | +36.6% | -8.4% | +17.1% |
| YTD | +69.3% | +44.2% | +25.1% | +51.1% |
| 1Y | +69.5% | -18.0% | +87.5% | +67.2% |
| 3Y | +81.7% | -19.9% | +101.6% | +58.3% |
| 5Y | +422.2% | +257.7% | +164.5% | +149.3% |
| All | +88.1% | +357.0% | -268.9% | -29.0% |
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