-25.7%
ELAN vs PR
+18.3%
-44.0%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | +8.9% | -9.5% | +18.4% | +9.8% |
| 30D | +16.8% | -5.7% | +22.4% | +17.2% |
| 3M | +20.1% | +3.0% | +17.1% | +19.6% |
| 6M | +13.2% | +11.8% | +1.3% | +11.6% |
| YTD | +18.3% | +58.5% | -40.2% | +12.8% |
| 1Y | +20.2% | +69.9% | -49.7% | +13.9% |
| 3Y | +150.6% | +84.9% | +65.7% | +134.1% |
| 5Y | -18.9% | +246.4% | -265.3% | -28.8% |
| All | -25.7% | +18.3% | -44.0% | -29.7% |
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