+259.0%
ELF vs PSKY
-78.1%
+337.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.8% | +2.6% | -1.8% |
| 7D | +3.9% | -24.6% | +28.5% | +6.1% |
| 30D | +17.3% | -36.1% | +53.5% | +21.4% |
| 3M | +46.1% | -54.8% | +100.8% | +52.5% |
| 6M | +46.1% | -54.8% | +100.8% | +52.5% |
| YTD | +46.1% | -54.8% | +100.8% | +52.5% |
| 1Y | -16.4% | -58.4% | +41.9% | -12.0% |
| 3Y | +9.5% | -40.7% | +50.2% | +6.5% |
| All | +259.0% | -78.1% | +337.1% | +311.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling