+28.3%
PSA vs ELF
+283.8%
-255.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | +0.8% | +6.3% | -5.5% | +0.3% |
| 30D | +15.9% | +8.5% | +7.4% | +15.1% |
| 3M | +4.2% | +24.4% | -20.2% | +2.4% |
| 6M | +10.1% | +94.7% | -84.6% | +4.2% |
| YTD | +33.3% | +55.9% | -22.5% | +27.7% |
| 1Y | +28.2% | +48.4% | -20.2% | +23.2% |
| 3Y | +54.9% | +24.6% | +30.2% | +40.6% |
| 5Y | +28.3% | +285.0% | -256.7% | -9.1% |
| All | +28.3% | +283.8% | -255.4% | -9.1% |
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