+357.1%
PSX vs ELF
+335.0%
+22.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | -0.4% | +4.3% | -4.6% | -0.9% |
| 30D | -8.1% | +7.7% | -15.8% | -9.1% |
| 3M | +15.9% | +24.7% | -8.8% | +12.1% |
| 6M | +49.4% | +114.6% | -65.3% | +32.9% |
| YTD | +104.7% | +55.8% | +48.9% | +88.1% |
| 1Y | +89.1% | +51.9% | +37.2% | +74.2% |
| 3Y | +151.7% | +24.6% | +127.2% | +114.7% |
| 5Y | +298.3% | +279.2% | +19.1% | +153.2% |
| 10Y | +357.1% | +338.7% | +18.3% | +138.3% |
| All | +357.1% | +335.0% | +22.0% | +138.3% |
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