-30.4%
ELAN vs PSLV
+154.2%
-184.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | -5.4% | -3.5% | -2.0% | -4.9% |
| 30D | +4.7% | -2.1% | +6.8% | +4.9% |
| 3M | -3.7% | -1.6% | -2.0% | -3.7% |
| 6M | -1.2% | -25.5% | +24.3% | +2.5% |
| YTD | +2.4% | -11.4% | +13.8% | +0.3% |
| 1Y | +23.4% | +48.6% | -25.2% | +7.8% |
| 3Y | +96.7% | +166.9% | -70.2% | +46.4% |
| All | -30.4% | +154.2% | -184.6% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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