+328.4%
ELF vs PSLV
+110.3%
+218.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.5% | -0.7% | -3.7% |
| 7D | +3.4% | -4.3% | +7.6% | +4.0% |
| 30D | +5.0% | -16.6% | +21.6% | +7.6% |
| 3M | +22.6% | -24.6% | +47.1% | +27.3% |
| 6M | +104.0% | -42.5% | +146.5% | +118.7% |
| YTD | +49.3% | -31.7% | +81.0% | +51.7% |
| 1Y | +46.0% | -8.7% | +54.7% | +40.6% |
| 3Y | +19.4% | +113.6% | -94.2% | -2.8% |
| 5Y | +262.0% | +83.3% | +178.7% | +199.4% |
| 10Y | +320.5% | +143.2% | +177.3% | +181.0% |
| All | +328.4% | +110.3% | +218.1% | +210.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling