+51.9%
PEP vs ELAN
-28.2%
+80.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.4% |
| 7D | -1.0% | -5.4% | +4.5% | -0.3% |
| 30D | -0.7% | +4.7% | -5.4% | -1.2% |
| 3M | -4.1% | -3.7% | -0.5% | -3.9% |
| 6M | -13.1% | -1.2% | -11.9% | -13.6% |
| YTD | -2.1% | +2.4% | -4.5% | -3.2% |
| 1Y | -1.7% | +23.4% | -25.0% | -5.1% |
| 3Y | -15.1% | +96.7% | -111.8% | -25.3% |
| 5Y | +3.1% | -30.6% | +33.7% | +7.5% |
| All | +51.9% | -28.2% | +80.1% | +40.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling