+99.9%
ELAN vs PCOR
-18.2%
+118.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.6% | +1.9% | -1.0% |
| 7D | -4.6% | -9.0% | +4.4% | -2.8% |
| 30D | +5.7% | -7.0% | +12.7% | +6.9% |
| 3M | -3.9% | +18.3% | -22.2% | -8.0% |
| 6M | -1.6% | -7.8% | +6.2% | -1.6% |
| YTD | +4.1% | -25.6% | +29.6% | +9.3% |
| 1Y | +25.5% | -22.7% | +48.2% | +29.3% |
| All | +99.9% | -18.2% | +118.1% | +85.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling