+373.4%
PSX vs ELF
+317.0%
+56.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +1.2% |
| 7D | +1.8% | -6.8% | +8.6% | +2.7% |
| 30D | +21.6% | +5.1% | +16.6% | +20.6% |
| 3M | +46.5% | +79.8% | -33.3% | +34.2% |
| 6M | +62.0% | +29.7% | +32.3% | +54.2% |
| YTD | +106.3% | +31.6% | +74.7% | +94.5% |
| 1Y | +103.0% | -27.9% | +130.9% | +105.9% |
| 3Y | +135.5% | -26.4% | +162.0% | +119.5% |
| 5Y | +368.5% | +235.6% | +132.9% | +203.4% |
| All | +373.4% | +317.0% | +56.4% | +151.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling