+272.1%
PSX vs ELF
+273.9%
-1.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.7% | -6.3% | -0.8% |
| 7D | -13.1% | +4.0% | -17.1% | -13.3% |
| 30D | -9.5% | +10.6% | -20.1% | -10.1% |
| 3M | +20.2% | +25.8% | -5.6% | +18.5% |
| 6M | +44.9% | +89.1% | -44.2% | +39.0% |
| YTD | +94.4% | +52.7% | +41.7% | +88.0% |
| 1Y | +83.1% | +51.7% | +31.3% | +76.9% |
| 3Y | +132.2% | +14.2% | +117.9% | +115.1% |
| All | +272.1% | +273.9% | -1.8% | +205.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling