+109.8%
ELAN vs PL
+475.2%
-365.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.5% |
| 7D | +1.6% | -9.3% | +10.9% | +2.6% |
| 30D | -6.6% | -18.9% | +12.4% | -4.7% |
| 3M | -0.8% | -58.4% | +57.5% | +7.8% |
| 6M | +0.2% | -30.3% | +30.6% | +1.5% |
| YTD | +8.3% | -8.1% | +16.4% | +5.1% |
| 1Y | +40.2% | +180.5% | -140.3% | +13.7% |
| All | +109.8% | +475.2% | -365.5% | +30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling