+1,844.9%
PWR vs ELF
+316.3%
+1,528.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | +0.4% |
| 7D | +19.1% | +3.4% | +15.7% | +18.4% |
| 30D | -12.0% | +5.0% | -17.0% | -12.8% |
| 3M | -10.6% | +22.6% | -33.2% | -14.0% |
| 6M | -20.8% | +104.0% | -124.8% | -31.0% |
| YTD | +43.7% | +49.3% | -5.6% | +30.5% |
| 1Y | +35.0% | +46.0% | -11.1% | +22.9% |
| 3Y | +249.4% | +19.4% | +230.0% | +201.0% |
| 5Y | +422.1% | +262.0% | +160.1% | +244.3% |
| All | +1,844.9% | +316.3% | +1,528.6% | +1,018.5% |
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