-36.5%
ELAN vs PSKY
-77.6%
+41.1%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.6% | -4.5% | -3.3% |
| 7D | -6.4% | -6.0% | -0.4% | -5.2% |
| 30D | +0.6% | +10.7% | -10.1% | -1.6% |
| 3M | 0.0% | +1.2% | -1.2% | -0.6% |
| 6M | -3.4% | +1.5% | -4.9% | -4.4% |
| YTD | +1.0% | -21.8% | +22.8% | +4.7% |
| 1Y | +24.7% | -30.2% | +54.9% | +30.8% |
| 3Y | +97.2% | -20.1% | +117.3% | +87.9% |
| 5Y | -31.5% | -70.5% | +39.0% | -21.4% |
| All | -36.5% | -77.6% | +41.1% | -40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling