+293.6%
ELF vs PSLV
+180.5%
+113.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.2% | -4.8% |
| 7D | -1.2% | +2.7% | -3.8% | -1.5% |
| 30D | +5.9% | +3.5% | +2.5% | +5.4% |
| 3M | +99.5% | +0.3% | +99.2% | +99.0% |
| 6M | +26.5% | -21.0% | +47.5% | +29.5% |
| YTD | +37.2% | -8.9% | +46.1% | +34.1% |
| 1Y | -24.4% | +54.0% | -78.4% | -33.0% |
| 3Y | -23.3% | +175.4% | -198.8% | -39.6% |
| 5Y | +245.2% | +157.7% | +87.5% | +170.9% |
| All | +293.6% | +180.5% | +113.2% | +174.5% |
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