-29.8%
ELAN vs PRU
+43.7%
-73.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -0.9% |
| 7D | -4.6% | -1.9% | -2.7% | -3.6% |
| 30D | +5.7% | -2.6% | +8.3% | +7.2% |
| 3M | -3.9% | +14.7% | -18.6% | -11.8% |
| 6M | -1.6% | +25.7% | -27.3% | -14.7% |
| YTD | +4.1% | +8.3% | -4.2% | -1.8% |
| 1Y | +25.5% | +17.3% | +8.2% | +12.4% |
| 3Y | +103.2% | +43.2% | +60.0% | +55.7% |
| 5Y | -29.8% | +43.5% | -73.3% | -47.6% |
| All | -29.8% | +43.7% | -73.5% | -47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling