+25.5%
ELAN vs PR
+77.2%
-51.7%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.6% | -1.8% |
| 7D | -4.6% | -0.8% | -3.7% | -4.7% |
| 30D | +5.7% | +11.3% | -5.6% | +7.3% |
| 3M | -3.9% | +24.1% | -27.9% | -0.5% |
| 6M | -1.6% | +25.4% | -27.0% | +0.1% |
| YTD | +4.1% | +71.2% | -67.2% | +6.0% |
| 1Y | +25.5% | +78.6% | -53.1% | +25.5% |
| All | +25.5% | +77.2% | -51.7% | +25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling