+13.1%
PSA vs ELF
+230.6%
-217.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.7% | -2.0% |
| 7D | -2.2% | -6.8% | +4.5% | -1.7% |
| 30D | -9.6% | +5.1% | -14.6% | -9.9% |
| 3M | -7.9% | +79.8% | -87.7% | -12.1% |
| 6M | -2.0% | +29.7% | -31.7% | -4.5% |
| YTD | +15.7% | +31.6% | -15.9% | +12.4% |
| 1Y | +5.8% | -27.9% | +33.7% | +6.4% |
| 3Y | +21.6% | -26.4% | +48.0% | +16.5% |
| 5Y | +13.1% | +235.6% | -222.5% | -18.1% |
| All | +13.1% | +230.6% | -217.5% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling