-34.6%
ELAN vs PR
+27.8%
-62.4%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.6% | -1.7% |
| 7D | -4.6% | -0.8% | -3.7% | -4.5% |
| 30D | +5.7% | +11.3% | -5.6% | +4.7% |
| 3M | -3.9% | +24.1% | -27.9% | -5.8% |
| 6M | -1.6% | +25.4% | -27.0% | -3.9% |
| YTD | +4.1% | +71.2% | -67.2% | -1.2% |
| 1Y | +25.5% | +78.6% | -53.1% | +18.5% |
| 3Y | +103.2% | +85.2% | +17.9% | +89.8% |
| 5Y | -29.8% | +419.0% | -448.8% | -40.0% |
| All | -34.6% | +27.8% | -62.4% | -38.4% |
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