+103.0%
PSX vs ELF
-27.0%
+130.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +0.5% |
| 7D | +1.8% | -6.8% | +8.6% | +1.6% |
| 30D | +21.6% | +5.1% | +16.6% | +21.9% |
| 3M | +46.5% | +79.8% | -33.3% | +49.9% |
| 6M | +62.0% | +29.7% | +32.3% | +65.5% |
| YTD | +106.3% | +31.6% | +74.7% | +110.0% |
| 1Y | +103.0% | -27.9% | +130.9% | +106.9% |
| All | +103.0% | -27.0% | +130.0% | +106.9% |
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