-29.3%
ELAN vs PR
+409.5%
-438.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.4% |
| 7D | +0.3% | -0.6% | +0.8% | +0.3% |
| 30D | +8.4% | +17.4% | -9.0% | +5.4% |
| 3M | +1.2% | +21.8% | -20.5% | -2.4% |
| 6M | +2.6% | +27.6% | -25.0% | -2.6% |
| YTD | +5.9% | +71.4% | -65.5% | -5.1% |
| 1Y | +25.8% | +78.3% | -52.5% | +11.4% |
| 3Y | +106.8% | +85.5% | +21.3% | +77.6% |
| 5Y | -29.3% | +422.7% | -451.9% | -47.5% |
| All | -29.3% | +409.5% | -438.7% | -47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling