+21.8%
ELAN vs PR
+78.8%
-57.0%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.2% | +1.3% |
| 7D | +4.0% | +6.0% | -1.9% | +5.2% |
| 30D | +18.8% | -4.2% | +23.0% | +17.5% |
| 3M | +19.0% | +10.0% | +9.0% | +21.4% |
| 6M | +22.8% | +15.6% | +7.2% | +27.4% |
| YTD | +18.3% | +68.2% | -49.8% | +26.4% |
| 1Y | +21.8% | +79.2% | -57.4% | +30.0% |
| All | +21.8% | +78.8% | -57.0% | +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 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