-26.1%
ELF vs PSLV
+179.9%
-206.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.4% | -6.5% | -4.3% |
| 7D | -6.8% | +3.3% | -10.1% | -7.1% |
| 30D | +5.1% | +2.1% | +3.0% | +4.8% |
| 3M | +79.8% | +7.1% | +72.6% | +78.4% |
| 6M | +29.7% | -21.6% | +51.3% | +31.8% |
| YTD | +31.6% | -6.7% | +38.3% | +27.6% |
| 1Y | -27.9% | +59.3% | -87.2% | -36.4% |
| All | -26.1% | +179.9% | -206.1% | -45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling