-29.3%
ELAN vs PCOR
-43.2%
+13.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -1.3% |
| 7D | +0.3% | -6.9% | +7.2% | +2.1% |
| 30D | +8.4% | -1.5% | +9.9% | +8.4% |
| 3M | +1.2% | +18.5% | -17.3% | -4.3% |
| 6M | +2.6% | -4.7% | +7.3% | +1.6% |
| YTD | +5.9% | -22.8% | +28.7% | +10.7% |
| 1Y | +25.8% | -20.7% | +46.6% | +29.2% |
| 3Y | +106.8% | -14.6% | +121.4% | +97.6% |
| 5Y | -29.3% | -40.7% | +11.5% | -34.3% |
| All | -29.3% | -43.2% | +13.9% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling