+255.0%
ELF vs PSKY
-70.3%
+325.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.3% |
| 7D | +5.4% | -0.2% | +5.5% | +5.4% |
| 30D | +27.0% | +24.0% | +3.0% | +24.0% |
| 3M | +113.2% | +2.2% | +111.0% | +112.5% |
| 6M | +36.6% | -9.0% | +45.6% | +37.5% |
| YTD | +44.2% | -18.1% | +62.4% | +46.3% |
| 1Y | -18.0% | -25.1% | +7.1% | -16.5% |
| 3Y | -19.9% | -16.3% | -3.6% | -22.4% |
| All | +255.0% | -70.3% | +325.4% | +381.5% |
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