-29.8%
ELAN vs PAAS
+122.5%
-152.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.7% | -5.5% | -2.4% |
| 7D | -4.6% | +2.6% | -7.2% | -5.0% |
| 30D | +5.7% | +2.5% | +3.2% | +4.9% |
| 3M | -3.9% | +15.1% | -19.0% | -6.9% |
| 6M | -1.6% | -12.1% | +10.4% | -0.6% |
| YTD | +4.1% | +3.1% | +1.0% | +1.6% |
| 1Y | +25.5% | +50.8% | -25.3% | +13.2% |
| 3Y | +103.2% | +259.5% | -156.3% | +46.0% |
| 5Y | -29.8% | +126.3% | -156.1% | -46.8% |
| All | -29.8% | +122.5% | -152.3% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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