+94.1%
ELAN vs PTC
-10.7%
+104.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.9% |
| 7D | -6.4% | -14.2% | +7.8% | -3.7% |
| 30D | +0.6% | -14.4% | +15.0% | +3.3% |
| 3M | 0.0% | -4.7% | +4.7% | -0.2% |
| 6M | -3.4% | -19.3% | +15.9% | +1.2% |
| YTD | +1.0% | -26.1% | +27.1% | +8.9% |
| 1Y | +24.7% | -37.1% | +61.8% | +42.2% |
| All | +94.1% | -10.7% | +104.7% | +48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling