-71.8%
PCG vs ELAN
-17.8%
-53.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -2.0% | +11.9% | -13.9% | -4.3% |
| 30D | -2.7% | +18.3% | -21.0% | -6.2% |
| 3M | -25.1% | +19.7% | -44.8% | -28.0% |
| 6M | -22.3% | +23.7% | -46.0% | -26.4% |
| YTD | -18.5% | +17.1% | -35.6% | -22.6% |
| 1Y | -21.8% | +20.2% | -42.0% | -26.3% |
| 3Y | -21.0% | +148.1% | -169.2% | -41.4% |
| 5Y | +8.1% | -19.8% | +27.9% | +14.0% |
| All | -71.8% | -17.8% | -53.9% | -73.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling