-33.4%
ELAN vs PTC
+30.0%
-63.4%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.5% | +3.3% | -0.4% |
| 7D | +0.3% | -12.8% | +13.0% | +4.6% |
| 30D | +8.4% | -9.8% | +18.1% | +11.6% |
| 3M | +1.2% | -2.1% | +3.3% | +0.3% |
| 6M | +2.6% | -18.1% | +20.7% | +7.6% |
| YTD | +5.9% | -23.5% | +29.4% | +13.6% |
| 1Y | +25.8% | -37.4% | +63.2% | +44.8% |
| 3Y | +106.8% | -7.2% | +114.0% | +99.1% |
| 5Y | -29.3% | +2.7% | -31.9% | -35.4% |
| All | -33.4% | +30.0% | -63.4% | -54.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling