-16.0%
PCG vs ELAN
+13.9%
-29.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.2% | +0.6% |
| 7D | +1.9% | +11.7% | -9.8% | +1.0% |
| 30D | +8.5% | +12.4% | -3.9% | +7.5% |
| 3M | -22.9% | -1.1% | -21.8% | -22.9% |
| 6M | -16.8% | +12.4% | -29.2% | -18.1% |
| YTD | -15.8% | +11.8% | -27.6% | -16.5% |
| 1Y | -16.0% | +12.5% | -28.5% | -16.9% |
| All | -16.0% | +13.9% | -29.8% | -16.9% |
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