+262.0%
ELF vs PSLV
+84.6%
+177.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.5% | -0.7% | -3.8% |
| 7D | +3.4% | -4.3% | +7.6% | +3.8% |
| 30D | +5.0% | -16.6% | +21.6% | +6.7% |
| 3M | +22.6% | -24.6% | +47.1% | +25.6% |
| 6M | +104.0% | -42.5% | +146.5% | +112.8% |
| YTD | +49.3% | -31.7% | +81.0% | +50.7% |
| 1Y | +46.0% | -8.7% | +54.7% | +42.5% |
| 3Y | +19.4% | +113.6% | -94.2% | +6.8% |
| 5Y | +262.0% | +83.3% | +178.7% | +224.1% |
| All | +262.0% | +84.6% | +177.5% | +224.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling