-30.4%
ELAN vs PFGC
+110.3%
-140.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | -5.4% | -4.8% | -0.7% | -3.3% |
| 30D | +4.7% | -12.5% | +17.2% | +11.1% |
| 3M | -3.7% | -9.7% | +6.1% | +0.5% |
| 6M | -1.2% | +7.0% | -8.2% | -4.5% |
| YTD | +2.4% | +4.5% | -2.1% | -1.0% |
| 1Y | +23.4% | -11.6% | +35.0% | +28.3% |
| 3Y | +96.7% | +58.5% | +38.2% | +54.4% |
| All | -30.4% | +110.3% | -140.7% | -51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling