+20.3%
PSA vs ELF
-27.2%
+47.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.7% | -2.1% |
| 7D | -2.2% | -6.8% | +4.5% | -1.8% |
| 30D | -9.6% | +5.1% | -14.6% | -9.9% |
| 3M | -7.9% | +79.8% | -87.7% | -11.4% |
| 6M | -2.0% | +29.7% | -31.7% | -4.1% |
| YTD | +15.7% | +31.6% | -15.9% | +13.0% |
| 1Y | +5.8% | -27.9% | +33.7% | +5.9% |
| All | +20.3% | -27.2% | +47.4% | +13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling