+555.3%
PBR vs ELAN
-28.2%
+583.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.2% |
| 7D | +5.4% | -5.4% | +10.8% | +6.7% |
| 30D | +22.9% | +4.7% | +18.2% | +21.3% |
| 3M | +19.6% | -3.7% | +23.3% | +19.9% |
| 6M | +16.5% | -1.2% | +17.7% | +14.3% |
| YTD | +86.7% | +2.4% | +84.3% | +80.9% |
| 1Y | +74.7% | +23.4% | +51.3% | +60.2% |
| 3Y | +102.6% | +96.7% | +5.9% | +48.3% |
| 5Y | +566.6% | -30.6% | +597.2% | +643.0% |
| All | +555.3% | -28.2% | +583.5% | +511.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling