+363.0%
PSX vs ELF
+357.0%
+6.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.1% |
| 7D | +4.5% | +5.4% | -0.8% | +3.8% |
| 30D | +26.6% | +27.0% | -0.4% | +22.3% |
| 3M | +39.3% | +113.2% | -73.9% | +24.6% |
| 6M | +56.8% | +36.6% | +20.2% | +48.3% |
| YTD | +101.8% | +44.2% | +57.6% | +88.0% |
| 1Y | +99.6% | -18.0% | +117.6% | +98.8% |
| 3Y | +140.3% | -19.9% | +160.3% | +121.6% |
| 5Y | +339.3% | +257.7% | +81.6% | +183.0% |
| All | +363.0% | +357.0% | +6.1% | +143.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling