-25.6%
ELAN vs PTC
+91.2%
-116.8%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +4.0% | +0.5% | +3.6% | +3.9% |
| 30D | +18.8% | +1.2% | +17.5% | +18.3% |
| 3M | +19.0% | +27.4% | -8.4% | +8.6% |
| 6M | +22.8% | +39.2% | -16.4% | +7.5% |
| YTD | +18.3% | +12.5% | +5.8% | +11.0% |
| 1Y | +21.8% | +12.3% | +9.5% | +14.1% |
| 3Y | +153.8% | +28.8% | +125.0% | +118.3% |
| 5Y | -18.9% | +60.9% | -79.8% | -36.4% |
| All | -25.6% | +91.2% | -116.8% | -55.3% |
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