-28.5%
ELAN vs PR
+18.5%
-47.0%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.9% | +6.8% | +8.5% |
| 7D | +11.6% | -16.4% | +28.0% | +13.2% |
| 30D | +15.1% | -1.9% | +17.0% | +15.2% |
| 3M | +6.4% | +8.0% | -1.6% | +5.5% |
| 6M | -1.7% | +4.1% | -5.8% | -2.4% |
| YTD | +13.7% | +58.7% | -45.0% | +8.5% |
| 1Y | +19.6% | +75.8% | -56.2% | +13.0% |
| 3Y | +175.0% | +73.2% | +101.8% | +158.1% |
| 5Y | -24.5% | +230.1% | -254.6% | -33.5% |
| All | -28.5% | +18.5% | -47.0% | -32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling