+236.1%
PWR vs ELF
+19.7%
+216.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | -11.2% | +6.3% | -17.5% | -11.9% |
| 30D | -17.4% | +8.5% | -25.9% | -18.3% |
| 3M | -11.7% | +24.4% | -36.2% | -14.4% |
| 6M | -21.7% | +94.7% | -116.4% | -29.0% |
| YTD | +38.3% | +55.9% | -17.6% | +27.9% |
| 1Y | +29.6% | +48.4% | -18.8% | +20.6% |
| 3Y | +236.1% | +24.6% | +211.5% | +185.4% |
| All | +236.1% | +19.7% | +216.4% | +185.4% |
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