+126.6%
PSA vs ELF
+393.8%
-267.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.2% |
| 3M | +4.2% | +24.4% | -20.2% | +2.5% |
| 6M | +10.1% | +94.7% | -84.6% | +4.7% |
| YTD | +33.3% | +55.9% | -22.5% | +28.2% |
| 1Y | +28.2% | +48.4% | -20.2% | +23.7% |
| 3Y | +54.9% | +24.6% | +30.2% | +45.2% |
| 5Y | +28.3% | +285.0% | -256.7% | +8.6% |
| 10Y | +134.1% | +357.2% | -223.2% | +86.8% |
| All | +126.6% | +393.8% | -267.2% | +80.7% |
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