+293.6%
ELF vs PSKY
-73.2%
+366.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -4.8% |
| 7D | -1.2% | +2.4% | -3.5% | -1.6% |
| 30D | +5.9% | +17.5% | -11.6% | +2.8% |
| 3M | +99.5% | +4.4% | +95.1% | +97.7% |
| 6M | +26.5% | -9.0% | +35.6% | +27.9% |
| YTD | +37.2% | -18.6% | +55.8% | +40.5% |
| 1Y | -24.4% | -27.7% | +3.3% | -21.7% |
| 3Y | -23.3% | -16.9% | -6.5% | -27.4% |
| 5Y | +245.2% | -70.3% | +315.4% | +300.2% |
| All | +293.6% | -73.2% | +366.9% | +246.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 10y: compounded portfolio wealth divided by compounded PSKY 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…
10y analysis · Full analysis span regression · 6 months rolling