-31.9%
ELAN vs PRU
+74.8%
-106.8%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.8% |
| 7D | +1.6% | +1.9% | -0.2% | +0.7% |
| 30D | -6.6% | +2.7% | -9.3% | -7.9% |
| 3M | -0.8% | +19.5% | -20.3% | -9.7% |
| 6M | +0.2% | +26.6% | -26.4% | -11.3% |
| YTD | +8.3% | +12.3% | -4.1% | +1.3% |
| 1Y | +40.2% | +18.0% | +22.2% | +27.6% |
| 3Y | +97.7% | +47.0% | +50.7% | +59.7% |
| 5Y | -28.3% | +48.4% | -76.7% | -42.8% |
| All | -31.9% | +74.8% | -106.8% | -56.1% |
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