-35.6%
ELAN vs PNR
+40.5%
-76.1%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.6% | +1.5% |
| 7D | -5.4% | -6.0% | +0.6% | -1.9% |
| 30D | +4.7% | -14.0% | +18.7% | +14.2% |
| 3M | -3.7% | -21.7% | +18.0% | +9.3% |
| 6M | -1.2% | -37.3% | +36.1% | +27.9% |
| YTD | +2.4% | -45.1% | +47.5% | +42.7% |
| 1Y | +23.4% | -49.1% | +72.5% | +79.9% |
| 3Y | +96.7% | -14.8% | +111.5% | +105.9% |
| 5Y | -30.6% | -21.0% | -9.6% | -26.4% |
| All | -35.6% | +40.5% | -76.1% | -59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling