-25.0%
ELAN vs PCOR
-9.2%
-15.8%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +8.9% | +20.7% | -11.8% | +3.6% |
| 30D | +16.8% | +35.7% | -18.9% | +7.8% |
| 3M | +20.1% | +31.1% | -10.9% | +11.2% |
| 6M | +13.2% | +43.1% | -30.0% | +1.6% |
| YTD | +18.3% | +4.8% | +13.4% | +13.6% |
| 1Y | +20.2% | -3.7% | +23.8% | +18.1% |
| 3Y | +150.6% | +46.5% | +104.0% | +109.8% |
| 5Y | -18.9% | -17.3% | -1.6% | -31.0% |
| All | -25.0% | -9.2% | -15.8% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling