+355.1%
PSX vs ELF
+393.8%
-38.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -7.8% | +6.3% | -14.1% | -8.6% |
| 30D | -9.9% | +8.5% | -18.4% | -11.0% |
| 3M | +16.9% | +24.4% | -7.5% | +13.2% |
| 6M | +48.0% | +94.7% | -46.8% | +33.5% |
| YTD | +98.3% | +55.9% | +42.5% | +82.4% |
| 1Y | +86.2% | +48.4% | +37.8% | +72.2% |
| 3Y | +144.0% | +24.6% | +119.3% | +108.4% |
| 5Y | +287.7% | +285.0% | +2.7% | +147.1% |
| 10Y | +338.3% | +357.2% | -18.9% | +127.2% |
| All | +355.1% | +393.8% | -38.7% | +135.9% |
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 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