-34.6%
ELAN vs PBF
+91.0%
-125.6%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.4% | -1.7% |
| 7D | -4.6% | +1.4% | -5.9% | -4.8% |
| 30D | +5.7% | +15.8% | -10.1% | +3.6% |
| 3M | -3.9% | +90.3% | -94.2% | -11.9% |
| 6M | -1.6% | +102.8% | -104.4% | -11.9% |
| YTD | +4.1% | +187.3% | -183.3% | -12.1% |
| 1Y | +25.5% | +161.8% | -136.3% | +6.6% |
| 3Y | +103.2% | +55.5% | +47.7% | +79.7% |
| 5Y | -29.8% | +801.9% | -831.7% | -54.6% |
| All | -34.6% | +91.0% | -125.6% | -56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling