+27.3%
PCAR vs ELAN
+21.9%
+5.4%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +1.2% |
| 7D | -1.6% | -6.4% | +4.8% | -0.2% |
| 30D | -7.3% | +0.6% | -7.8% | -7.5% |
| 3M | +7.8% | 0.0% | +7.9% | +7.1% |
| 6M | +3.6% | -3.4% | +7.0% | +3.2% |
| YTD | +12.9% | +1.0% | +11.8% | +11.4% |
| 1Y | +27.3% | +24.7% | +2.6% | +16.0% |
| All | +27.3% | +21.9% | +5.4% | +16.0% |
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