-31.9%
ELAN vs PAAS
+276.1%
-308.0%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.6% |
| 7D | +1.6% | -2.9% | +4.5% | +2.0% |
| 30D | -6.6% | +6.8% | -13.4% | -7.7% |
| 3M | -0.8% | -2.9% | +2.0% | -1.0% |
| 6M | +0.2% | -16.4% | +16.7% | +1.7% |
| YTD | +8.3% | 0.0% | +8.2% | +6.9% |
| 1Y | +40.2% | +54.3% | -14.1% | +30.1% |
| 3Y | +97.7% | +230.7% | -132.9% | +61.9% |
| 5Y | -28.3% | +111.6% | -139.9% | -39.8% |
| All | -31.9% | +276.1% | -308.0% | -47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling