+363.8%
PSX vs ELF
+239.6%
+124.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.9% | +6.5% | +1.9% |
| 7D | +2.8% | -1.2% | +4.0% | +2.9% |
| 30D | +27.8% | +5.9% | +21.9% | +27.2% |
| 3M | +42.0% | +99.5% | -57.5% | +35.5% |
| 6M | +58.1% | +26.5% | +31.6% | +55.3% |
| YTD | +105.0% | +37.2% | +67.8% | +99.3% |
| 1Y | +104.9% | -24.4% | +129.3% | +107.3% |
| 3Y | +134.1% | -23.3% | +157.4% | +120.8% |
| 5Y | +363.8% | +245.2% | +118.7% | +269.7% |
| All | +363.8% | +239.6% | +124.3% | +269.7% |
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