-29.3%
ELAN vs PL
+79.0%
-108.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.9% |
| 7D | +0.3% | -7.5% | +7.8% | +1.2% |
| 30D | +8.4% | -25.6% | +33.9% | +12.5% |
| 3M | +1.2% | -45.6% | +46.8% | +8.6% |
| 6M | +2.6% | -29.5% | +32.2% | +3.8% |
| YTD | +5.9% | -9.7% | +15.6% | +2.2% |
| 1Y | +25.8% | +84.4% | -58.5% | +6.6% |
| 3Y | +106.8% | +550.0% | -443.2% | +24.7% |
| 5Y | -29.3% | +79.0% | -108.3% | -51.5% |
| All | -29.3% | +79.0% | -108.3% | -51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling