-35.6%
ELAN vs PTC
+27.6%
-63.2%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +0.8% |
| 7D | -5.4% | -7.3% | +1.8% | -3.1% |
| 30D | +4.7% | -11.6% | +16.3% | +8.5% |
| 3M | -3.7% | +10.5% | -14.1% | -7.9% |
| 6M | -1.2% | -17.8% | +16.6% | +3.4% |
| YTD | +2.4% | -24.9% | +27.3% | +10.4% |
| 1Y | +23.4% | -36.8% | +60.2% | +41.5% |
| 3Y | +96.7% | -8.7% | +105.4% | +90.3% |
| 5Y | -30.6% | +4.1% | -34.7% | -36.9% |
| All | -35.6% | +27.6% | -63.2% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling