+72.9%
PBR vs ELAN
+13.9%
+59.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +3.0% | -10.0% | -6.7% |
| 7D | -11.0% | +11.7% | -22.7% | -10.1% |
| 30D | -18.8% | +12.4% | -31.2% | -17.9% |
| 3M | +7.8% | -1.1% | +9.0% | +8.0% |
| 6M | -7.6% | +12.4% | -20.0% | -5.7% |
| YTD | +72.7% | +11.8% | +60.8% | +78.6% |
| 1Y | +72.9% | +12.5% | +60.5% | +80.0% |
| All | +72.9% | +13.9% | +59.1% | +80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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