+130.4%
PSA vs ELF
+316.3%
-185.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.4% | -0.4% |
| 7D | -2.1% | +3.4% | -5.5% | -2.3% |
| 30D | +15.6% | +5.0% | +10.6% | +15.2% |
| 3M | +4.1% | +22.6% | -18.5% | +2.5% |
| 6M | +9.2% | +104.0% | -94.8% | +3.6% |
| YTD | +32.3% | +49.3% | -17.0% | +27.6% |
| 1Y | +26.2% | +46.0% | -19.9% | +21.8% |
| 3Y | +53.7% | +19.4% | +34.3% | +44.6% |
| 5Y | +26.6% | +262.0% | -235.5% | +7.6% |
| All | +130.4% | +316.3% | -185.9% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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