+358.2%
PSX vs ELF
+316.3%
+41.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.2% | +5.8% | +2.2% |
| 7D | +6.4% | +3.4% | +3.1% | +5.9% |
| 30D | -10.2% | +5.0% | -15.2% | -10.9% |
| 3M | +17.2% | +22.6% | -5.4% | +13.5% |
| 6M | +51.8% | +104.0% | -52.2% | +36.0% |
| YTD | +108.0% | +49.3% | +58.7% | +92.2% |
| 1Y | +96.1% | +46.0% | +50.1% | +81.6% |
| 3Y | +155.9% | +19.4% | +136.5% | +119.4% |
| 5Y | +306.9% | +262.0% | +44.9% | +160.2% |
| All | +358.2% | +316.3% | +41.9% | +138.1% |
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 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