+153.8%
ELAN vs PRU
+56.8%
+97.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.1% | +0.6% |
| 7D | +4.0% | +3.6% | +0.4% | +2.2% |
| 30D | +18.8% | +8.9% | +9.9% | +13.7% |
| 3M | +19.0% | +0.2% | +18.8% | +18.6% |
| 6M | +22.8% | +23.7% | -0.9% | +8.9% |
| YTD | +18.3% | +13.7% | +4.6% | +9.2% |
| 1Y | +21.8% | +20.6% | +1.2% | +8.6% |
| 3Y | +153.8% | +56.3% | +97.5% | +71.4% |
| All | +153.8% | +56.8% | +97.1% | +71.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling