-30.4%
ELAN vs PEG
+36.3%
-66.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | -5.4% | -0.9% | -4.5% | -5.1% |
| 30D | +4.7% | -3.7% | +8.4% | +6.4% |
| 3M | -3.7% | -7.3% | +3.6% | -0.5% |
| 6M | -1.2% | -10.5% | +9.3% | +3.6% |
| YTD | +2.4% | -7.5% | +9.9% | +5.6% |
| 1Y | +23.4% | -8.7% | +32.1% | +27.9% |
| 3Y | +96.7% | +31.4% | +65.3% | +67.5% |
| All | -30.4% | +36.3% | -66.7% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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