-26.4%
ELAN vs PRU
+75.4%
-101.8%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +11.9% | 0.0% | +11.9% | +11.8% |
| 30D | +18.3% | +7.9% | +10.3% | +13.8% |
| 3M | +19.7% | +0.9% | +18.9% | +18.9% |
| 6M | +23.7% | +22.4% | +1.3% | +11.1% |
| YTD | +17.1% | +12.7% | +4.4% | +9.2% |
| 1Y | +20.2% | +19.6% | +0.6% | +8.7% |
| 3Y | +148.1% | +54.0% | +94.1% | +95.6% |
| 5Y | -19.8% | +41.0% | -60.8% | -34.6% |
| All | -26.4% | +75.4% | -101.8% | -52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling