-36.5%
ELAN vs PFG
+164.2%
-200.7%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.8% | -3.3% |
| 7D | -6.4% | -3.0% | -3.4% | -5.0% |
| 30D | +0.6% | +2.5% | -1.9% | -0.9% |
| 3M | 0.0% | +6.1% | -6.1% | -3.5% |
| 6M | -3.4% | +31.3% | -34.7% | -16.2% |
| YTD | +1.0% | +33.6% | -32.5% | -13.3% |
| 1Y | +24.7% | +48.5% | -23.8% | +1.0% |
| 3Y | +97.2% | +69.6% | +27.6% | +49.4% |
| 5Y | -31.5% | +111.5% | -143.0% | -53.1% |
| All | -36.5% | +164.2% | -200.7% | -64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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