+96.7%
ELAN vs PFGC
+58.8%
+37.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | -5.4% | -4.8% | -0.7% | -3.2% |
| 30D | +4.7% | -12.5% | +17.2% | +11.5% |
| 3M | -3.7% | -9.7% | +6.1% | +0.6% |
| 6M | -1.2% | +7.0% | -8.2% | -5.1% |
| YTD | +2.4% | +4.5% | -2.1% | -1.7% |
| 1Y | +23.4% | -11.6% | +35.0% | +28.7% |
| 3Y | +96.7% | +58.5% | +38.2% | +34.7% |
| All | +96.7% | +58.8% | +37.8% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 3y: compounded portfolio wealth divided by compounded PFGC 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…
3y analysis · Full analysis span regression · 6 months rolling