The title character of Petra Costa’s poetic, intensely personal documentary essay, “Elena,” is her older sister, a Brazilian dancer and aspiring actress who settled in New York City and eventually committed suicide when Petra was 7. Years later, Petra, also an aspiring actress, followed in Elena’s footsteps and moved to New York to study theater at Columbia.

“My mother always said I could live anywhere in the world, except New York,” she recalls. “I could choose any profession, except actress.”

The film is a dense, impressionistic collage of accumulated fragments from home movies, newspaper clippings, diary entries and excerpts from letters, narrated by Petra. Her refusal to heed the advice of her mother — an elegant, sepulchral presence threaded through the film — suggests that Petra, like her sister, is an impulsive, volatile young woman, willfully tempting fate in her quest to conjure a sibling with whom she was very close as a young child. It is also an attempt to exorcise her own boundless grief.

“Elena” evokes the experience of three generations of Brazilian women. Elena was born in 1969 at the start of the dictatorship that drove many Brazilian artists into exile. Petra was born in 1983. Throughout the movie, she addresses her sister as if she were speaking to a ghost. But at a certain point, “you” is not just Elena, but herself and her mother.

“Elena” unfolds like a cinematic dream whose central image is water, which symbolizes the washing away of grief. But more than that, it represents the stream of life, with beautiful images of women floating through time.