-30.4%
ELAN vs PSA
+13.7%
-44.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.7% | +1.0% |
| 7D | -5.4% | -1.8% | -3.6% | -4.5% |
| 30D | +4.7% | -8.4% | +13.1% | +9.5% |
| 3M | -3.7% | -7.8% | +4.2% | +0.2% |
| 6M | -1.2% | +0.8% | -2.0% | -2.0% |
| YTD | +2.4% | +16.5% | -14.1% | -6.0% |
| 1Y | +23.4% | +4.7% | +18.7% | +19.3% |
| 3Y | +96.7% | +21.1% | +75.6% | +74.0% |
| All | -30.4% | +13.7% | -44.1% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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