+163.9%
PCAR vs ELAN
-30.4%
+194.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | -0.2% |
| 7D | -0.2% | -4.6% | +4.4% | +0.6% |
| 30D | -6.9% | +5.7% | -12.6% | -7.9% |
| 3M | +2.1% | -3.9% | +6.0% | +2.5% |
| 6M | +1.6% | -1.6% | +3.2% | +1.1% |
| YTD | +12.2% | +4.1% | +8.2% | +10.5% |
| 1Y | +28.0% | +25.5% | +2.5% | +22.0% |
| 3Y | +61.0% | +103.2% | -42.2% | +35.0% |
| 5Y | +163.9% | -29.8% | +193.7% | +176.8% |
| All | +163.9% | -30.4% | +194.3% | +176.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling