+456.7%
PWR vs ELF
+239.6%
+217.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.9% | +7.2% | +3.2% |
| 7D | +4.5% | -1.2% | +5.7% | +4.7% |
| 30D | -4.9% | +5.9% | -10.8% | -6.0% |
| 3M | -7.9% | +99.5% | -107.4% | -19.0% |
| 6M | +18.3% | +26.5% | -8.2% | +11.9% |
| YTD | +51.5% | +37.2% | +14.3% | +40.0% |
| 1Y | +70.3% | -24.4% | +94.7% | +72.7% |
| 3Y | +210.6% | -23.3% | +233.9% | +188.0% |
| 5Y | +456.7% | +245.2% | +211.5% | +194.1% |
| All | +456.7% | +239.6% | +217.1% | +194.1% |
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