-29.8%
ELAN vs PENG
+116.9%
-146.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | -4.6% | +7.3% | -11.9% | -6.0% |
| 30D | +5.7% | -7.5% | +13.2% | +7.0% |
| 3M | -3.9% | -17.2% | +13.4% | -3.8% |
| 6M | -1.6% | +176.7% | -178.4% | -28.7% |
| YTD | +4.1% | +161.0% | -157.0% | -23.7% |
| 1Y | +25.5% | +108.8% | -83.3% | -4.0% |
| 3Y | +103.2% | +109.8% | -6.6% | +39.6% |
| 5Y | -29.8% | +111.7% | -141.5% | -52.7% |
| All | -29.8% | +116.9% | -146.7% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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