+96.9%
PSX vs ELF
-3.2%
+100.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.9% | -6.4% | -4.4% |
| 7D | -5.2% | -1.5% | -3.6% | -5.2% |
| 30D | -3.7% | +9.5% | -13.3% | -3.3% |
| 3M | +26.8% | +29.4% | -2.6% | +28.4% |
| 6M | +47.3% | +83.7% | -36.4% | +52.3% |
| YTD | +105.4% | +49.4% | +56.0% | +111.3% |
| 1Y | +96.9% | -3.9% | +100.9% | +101.9% |
| All | +96.9% | -3.2% | +100.2% | +101.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling