-36.5%
ELAN vs PRU
+69.7%
-106.2%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -3.3% |
| 7D | -6.4% | -3.8% | -2.6% | -4.6% |
| 30D | +0.6% | -2.0% | +2.6% | +1.5% |
| 3M | 0.0% | +14.0% | -14.0% | -6.7% |
| 6M | -3.4% | +27.2% | -30.7% | -14.8% |
| YTD | +1.0% | +9.1% | -8.1% | -4.1% |
| 1Y | +24.7% | +18.1% | +6.7% | +13.5% |
| 3Y | +97.2% | +44.3% | +53.0% | +60.8% |
| 5Y | -31.5% | +45.7% | -77.2% | -44.9% |
| All | -36.5% | +69.7% | -106.2% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 10y: compounded portfolio wealth divided by compounded PRU 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…
10y analysis · Full analysis span regression · 6 months rolling