+40.2%
ELAN vs PNR
-43.1%
+83.3%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +1.6% | -2.4% | +4.0% | +2.7% |
| 30D | -6.6% | -12.8% | +6.2% | -0.8% |
| 3M | -0.8% | -17.0% | +16.1% | +6.5% |
| 6M | +0.2% | -37.4% | +37.7% | +23.9% |
| YTD | +8.3% | -41.6% | +49.9% | +37.4% |
| 1Y | +40.2% | -44.6% | +84.9% | +83.9% |
| All | +40.2% | -43.1% | +83.3% | +83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling