+26.3%
PSA vs ELF
+53.2%
-26.9%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.9% | -4.1% | -0.6% |
| 7D | -1.4% | +1.6% | -3.0% | -1.6% |
| 30D | +15.2% | +9.1% | +6.1% | +14.2% |
| 3M | +2.2% | +28.2% | -26.0% | -0.3% |
| 6M | +11.7% | +119.5% | -107.9% | +1.9% |
| YTD | +32.0% | +55.2% | -23.1% | +23.3% |
| 1Y | +26.3% | +58.6% | -32.3% | +17.2% |
| All | +26.3% | +53.2% | -26.9% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling