-18.9%
ELAN vs PL
+37.0%
-55.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +14.5% | -10.2% | +2.3% |
| 7D | +11.4% | +10.9% | +0.5% | +9.7% |
| 30D | +17.1% | -16.4% | +33.5% | +19.4% |
| 3M | +21.3% | -39.9% | +61.3% | +28.8% |
| 6M | +13.5% | -63.2% | +76.7% | +26.6% |
| YTD | +18.6% | -27.1% | +45.7% | +17.0% |
| 1Y | +24.9% | +12.2% | +12.7% | +14.0% |
| 3Y | +161.6% | +584.3% | -422.7% | +53.3% |
| 5Y | -18.9% | +37.0% | -55.9% | -43.9% |
| All | -18.9% | +37.0% | -55.9% | -43.9% |
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