+96.7%
ELAN vs PSKY
-18.9%
+115.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.8% | +1.1% |
| 7D | -5.4% | -2.4% | -3.0% | -5.1% |
| 30D | +4.7% | +11.6% | -6.9% | +3.2% |
| 3M | -3.7% | +1.5% | -5.2% | -3.9% |
| 6M | -1.2% | +7.7% | -8.9% | -2.4% |
| YTD | +2.4% | -20.1% | +22.5% | +4.8% |
| 1Y | +23.4% | -38.3% | +61.7% | +30.1% |
| 3Y | +96.7% | -17.7% | +114.4% | +86.3% |
| All | +96.7% | -18.9% | +115.6% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 3y: compounded portfolio wealth divided by compounded PSKY 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…
3y analysis · Full analysis span regression · 6 months rolling