+2,354.9%
PWR vs ELF
+357.0%
+1,997.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.3% |
| 7D | +3.6% | +5.4% | -1.7% | +2.6% |
| 30D | -8.6% | +27.0% | -35.6% | -12.6% |
| 3M | -13.2% | +113.2% | -126.4% | -24.7% |
| 6M | +9.9% | +36.6% | -26.7% | +2.4% |
| YTD | +48.0% | +44.2% | +3.8% | +35.5% |
| 1Y | +66.2% | -18.0% | +84.2% | +65.3% |
| 3Y | +195.1% | -19.9% | +215.0% | +174.9% |
| 5Y | +442.6% | +257.7% | +184.9% | +260.8% |
| All | +2,354.9% | +357.0% | +1,997.9% | +1,320.3% |
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