+96.7%
ELAN vs PBF
+59.1%
+37.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.3% |
| 7D | -5.4% | +5.3% | -10.8% | -5.7% |
| 30D | +4.7% | +11.7% | -7.0% | +3.9% |
| 3M | -3.7% | +91.1% | -94.7% | -8.0% |
| 6M | -1.2% | +88.4% | -89.6% | -6.8% |
| YTD | +2.4% | +194.1% | -191.7% | -11.1% |
| 1Y | +23.4% | +180.4% | -157.0% | +6.7% |
| 3Y | +96.7% | +59.3% | +37.4% | +68.1% |
| All | +96.7% | +59.1% | +37.6% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 3y: compounded portfolio wealth divided by compounded PBF 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…
3y analysis · Full analysis span regression · 6 months rolling