+56.8%
PSX vs ELF
+33.4%
+23.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | +0.4% |
| 7D | +4.5% | +5.4% | -0.8% | +5.1% |
| 30D | +26.6% | +27.0% | -0.4% | +30.0% |
| 3M | +39.3% | +113.2% | -73.9% | +54.7% |
| 6M | +56.8% | +36.6% | +20.2% | +64.3% |
| All | +56.8% | +33.4% | +23.4% | +64.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling