+23.4%
ELAN vs PTC
-36.4%
+59.8%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.4% |
| 7D | -5.4% | -7.3% | +1.8% | -5.8% |
| 30D | +4.7% | -11.6% | +16.3% | +3.9% |
| 3M | -3.7% | +10.5% | -14.1% | -3.7% |
| 6M | -1.2% | -17.8% | +16.6% | +1.0% |
| YTD | +2.4% | -24.9% | +27.3% | +6.3% |
| 1Y | +23.4% | -36.8% | +60.2% | +38.7% |
| All | +23.4% | -36.4% | +59.8% | +38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling