-34.0%
ELAN vs PCOR
-35.6%
+1.5%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.6% | +1.9% | -0.8% |
| 7D | -4.6% | -9.0% | +4.4% | -2.4% |
| 30D | +5.7% | -7.0% | +12.7% | +7.2% |
| 3M | -3.9% | +18.3% | -22.2% | -8.8% |
| 6M | -1.6% | -7.8% | +6.2% | -1.7% |
| YTD | +4.1% | -25.6% | +29.6% | +9.5% |
| 1Y | +25.5% | -22.7% | +48.2% | +29.5% |
| 3Y | +103.2% | -17.7% | +120.9% | +96.8% |
| 5Y | -29.8% | -42.0% | +12.3% | -34.5% |
| All | -34.0% | -35.6% | +1.5% | -37.4% |
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