+341.6%
ELF vs PSKY
-84.8%
+426.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.8% | +2.6% | -1.0% |
| 7D | +3.9% | -24.6% | +28.5% | +10.2% |
| 30D | +17.3% | -36.1% | +53.5% | +29.2% |
| 3M | +15.7% | -38.5% | +54.2% | +28.0% |
| 6M | +15.7% | -38.5% | +54.2% | +28.0% |
| YTD | +15.7% | -38.5% | +54.2% | +28.0% |
| 1Y | +15.7% | -38.5% | +54.2% | +28.0% |
| 3Y | +9.5% | -40.7% | +50.2% | +21.3% |
| 5Y | +289.9% | -80.0% | +369.9% | +435.0% |
| All | +341.6% | -84.8% | +426.4% | +405.2% |
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