+206.9%
PWR vs ELF
-27.2%
+234.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | -1.4% |
| 7D | +2.7% | -6.8% | +9.4% | +3.6% |
| 30D | -5.1% | +5.1% | -10.2% | -5.9% |
| 3M | -9.4% | +79.8% | -89.1% | -17.0% |
| 6M | +10.4% | +29.7% | -19.3% | +5.3% |
| YTD | +48.6% | +31.6% | +17.0% | +40.4% |
| 1Y | +68.0% | -27.9% | +95.9% | +71.4% |
| All | +206.9% | -27.2% | +234.1% | +189.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling