-14.9%
PEP vs ELAN
+96.4%
-111.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.2% |
| 7D | -1.4% | -6.4% | +5.0% | -0.9% |
| 30D | -0.2% | +0.6% | -0.8% | -0.3% |
| 3M | -4.3% | 0.0% | -4.3% | -4.4% |
| 6M | -13.2% | -3.4% | -9.8% | -13.3% |
| YTD | -1.9% | +1.0% | -2.9% | -2.4% |
| 1Y | -0.3% | +24.7% | -25.0% | -2.4% |
| All | -14.9% | +96.4% | -111.3% | -18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling