-25.6%
ELAN vs PR
+25.5%
-51.2%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.2% | +1.0% |
| 7D | +4.0% | +6.0% | -1.9% | +3.5% |
| 30D | +18.8% | -4.2% | +23.0% | +19.1% |
| 3M | +19.0% | +10.0% | +9.0% | +17.8% |
| 6M | +22.8% | +15.6% | +7.2% | +20.8% |
| YTD | +18.3% | +68.2% | -49.8% | +12.3% |
| 1Y | +21.8% | +79.2% | -57.4% | +14.9% |
| 3Y | +153.8% | +94.9% | +58.9% | +136.1% |
| 5Y | -18.9% | +272.8% | -291.7% | -29.2% |
| All | -25.6% | +25.5% | -51.2% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling