-11.3%
PCG vs ELAN
+25.6%
-36.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.7% |
| 7D | -3.5% | -5.4% | +1.9% | -3.1% |
| 30D | -20.6% | +4.7% | -25.3% | -20.9% |
| 3M | -17.6% | -3.7% | -13.9% | -17.5% |
| 6M | -23.5% | -1.2% | -22.3% | -23.8% |
| YTD | -13.6% | +2.4% | -16.0% | -14.3% |
| 1Y | -11.3% | +23.4% | -34.7% | -17.8% |
| All | -11.3% | +25.6% | -36.9% | -17.8% |
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 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