-69.0%
PCG vs ELAN
-24.0%
-45.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.4% |
| 7D | -13.9% | +1.6% | -15.5% | -14.2% |
| 30D | -16.9% | -6.6% | -10.3% | -15.9% |
| 3M | -14.7% | -0.8% | -13.9% | -15.0% |
| 6M | -23.8% | +0.2% | -24.1% | -24.9% |
| YTD | -10.5% | +8.3% | -18.8% | -13.4% |
| 1Y | -5.1% | +40.2% | -45.4% | -13.7% |
| 3Y | -11.6% | +97.7% | -109.3% | -30.6% |
| 5Y | +59.0% | -28.3% | +87.3% | +72.9% |
| All | -69.0% | -24.0% | -45.0% | -69.8% |
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 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