+101.7%
PSA vs ELF
+357.0%
-255.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.4% |
| 7D | -3.7% | +5.4% | -9.0% | -4.0% |
| 30D | -7.7% | +27.0% | -34.7% | -9.3% |
| 3M | -0.6% | +113.2% | -113.8% | -5.9% |
| 6M | -0.9% | +36.6% | -37.5% | -3.6% |
| YTD | +18.7% | +44.2% | -25.6% | +14.8% |
| 1Y | +7.6% | -18.0% | +25.6% | +7.3% |
| 3Y | +23.7% | -19.9% | +43.6% | +19.6% |
| 5Y | +13.7% | +257.7% | -244.0% | -3.3% |
| All | +101.7% | +357.0% | -255.3% | +61.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling