-35.6%
ELAN vs PPG
+6.8%
-42.4%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +0.9% | +1.1% |
| 7D | -5.4% | -6.2% | +0.8% | -1.7% |
| 30D | +4.7% | -7.9% | +12.6% | +10.0% |
| 3M | -3.7% | -10.2% | +6.6% | +2.0% |
| 6M | -1.2% | +2.7% | -3.9% | -3.2% |
| YTD | +2.4% | +4.9% | -2.5% | -1.7% |
| 1Y | +23.4% | -3.2% | +26.6% | +23.7% |
| 3Y | +96.7% | -17.0% | +113.7% | +114.0% |
| 5Y | -30.6% | -23.3% | -7.3% | -22.8% |
| All | -35.6% | +6.8% | -42.4% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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