-34.6%
ELAN vs PSA
+97.8%
-132.4%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.6% | -0.6% |
| 7D | -4.6% | -2.2% | -2.3% | -3.5% |
| 30D | +5.7% | -9.6% | +15.3% | +11.0% |
| 3M | -3.9% | -7.9% | +4.0% | -0.2% |
| 6M | -1.6% | -2.0% | +0.4% | -0.9% |
| YTD | +4.1% | +15.7% | -11.7% | -3.7% |
| 1Y | +25.5% | +5.8% | +19.8% | +21.1% |
| 3Y | +103.2% | +21.6% | +81.6% | +81.6% |
| 5Y | -29.8% | +13.1% | -42.9% | -36.1% |
| All | -34.6% | +97.8% | -132.4% | -52.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling