-3.9%
ELF vs PSLV
+7.9%
-11.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.0% | -4.1% | +1.3% |
| 7D | -1.5% | -2.6% | +1.1% | -1.3% |
| 30D | +9.5% | -14.2% | +23.7% | +11.0% |
| 3M | +29.4% | -12.2% | +41.6% | +31.0% |
| 6M | +83.7% | -28.1% | +111.8% | +87.2% |
| YTD | +49.4% | -28.2% | +77.6% | +39.3% |
| 1Y | -3.9% | +9.1% | -13.1% | -41.6% |
| All | -3.9% | +7.9% | -11.8% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 1y: compounded portfolio wealth divided by compounded PSLV 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…
1y analysis · Full analysis span regression · 6 months rolling