+103.5%
ELAN vs PRU
+44.4%
+59.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -1.1% |
| 7D | +0.3% | +1.9% | -1.7% | -0.8% |
| 30D | +8.4% | -0.4% | +8.8% | +8.5% |
| 3M | +1.2% | +16.4% | -15.2% | -7.1% |
| 6M | +2.6% | +26.0% | -23.4% | -10.0% |
| YTD | +5.9% | +9.9% | -4.0% | -0.3% |
| 1Y | +25.8% | +18.8% | +7.1% | +13.0% |
| All | +103.5% | +44.4% | +59.1% | +55.4% |
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