-24.0%
ELAN vs PL
+75.7%
-99.7%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.6% | -1.3% |
| 7D | -4.6% | -13.9% | +9.3% | -2.7% |
| 30D | +5.7% | -25.5% | +31.2% | +9.7% |
| 3M | -3.9% | -44.8% | +40.9% | +2.9% |
| 6M | -1.6% | -33.3% | +31.7% | +0.2% |
| YTD | +4.1% | -12.7% | +16.7% | +0.9% |
| 1Y | +25.5% | +90.9% | -65.4% | +5.7% |
| 3Y | +103.2% | +528.5% | -425.3% | +23.2% |
| 5Y | -29.8% | +72.7% | -102.5% | -50.8% |
| All | -24.0% | +75.7% | -99.7% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling