-16.7%
ELAN vs PRU
+42.1%
-58.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.1% | +0.5% |
| 7D | +4.0% | +3.6% | +0.4% | +2.0% |
| 30D | +18.8% | +8.9% | +9.9% | +12.9% |
| 3M | +19.0% | +0.2% | +18.8% | +18.5% |
| 6M | +22.8% | +23.7% | -0.9% | +7.3% |
| YTD | +18.3% | +13.7% | +4.6% | +8.2% |
| 1Y | +21.8% | +20.6% | +1.2% | +7.2% |
| 3Y | +153.8% | +56.3% | +97.5% | +82.8% |
| All | -16.7% | +42.1% | -58.8% | -38.2% |
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