+261.4%
ELF vs PSLV
+172.0%
+89.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.3% | +1.0% | -3.6% |
| 7D | -10.8% | -4.9% | -6.0% | -10.2% |
| 30D | +0.8% | -1.9% | +2.7% | +1.1% |
| 3M | +64.8% | +4.2% | +60.6% | +63.7% |
| 6M | +19.0% | -27.6% | +46.6% | +23.3% |
| YTD | +25.9% | -11.7% | +37.6% | +23.6% |
| 1Y | -28.8% | +49.3% | -78.1% | -36.6% |
| 3Y | -29.6% | +167.1% | -196.7% | -44.3% |
| 5Y | +216.2% | +151.7% | +64.6% | +148.9% |
| All | +261.4% | +172.0% | +89.4% | +153.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling