-31.4%
ELAN vs PCOR
-30.9%
-0.4%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.6% | +1.4% |
| 7D | +1.6% | -9.0% | +10.6% | +3.9% |
| 30D | -6.6% | +4.2% | -10.7% | -7.9% |
| 3M | -0.8% | +14.4% | -15.3% | -5.1% |
| 6M | +0.2% | +0.2% | +0.1% | -2.0% |
| YTD | +8.3% | -20.3% | +28.5% | +12.0% |
| 1Y | +40.2% | -16.1% | +56.4% | +41.7% |
| 3Y | +97.7% | -14.7% | +112.5% | +90.1% |
| 5Y | -28.3% | -43.2% | +14.9% | -34.2% |
| All | -31.4% | -30.9% | -0.4% | -36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling