+54.2%
PCG vs ELAN
-30.4%
+84.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.8% | -2.5% | -4.0% |
| 7D | +6.5% | -4.6% | +11.0% | +7.1% |
| 30D | -16.7% | +5.7% | -22.4% | -17.3% |
| 3M | -14.2% | -3.9% | -10.3% | -14.0% |
| 6M | -21.5% | -1.6% | -19.8% | -21.9% |
| YTD | -11.2% | +4.1% | -15.3% | -12.4% |
| 1Y | -4.2% | +25.5% | -29.7% | -8.1% |
| 3Y | -14.9% | +103.2% | -118.1% | -26.9% |
| 5Y | +54.2% | -29.8% | +84.0% | +86.5% |
| All | +54.2% | -30.4% | +84.6% | +86.5% |
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