+54.3%
PEP vs ELAN
-25.7%
+80.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +0.8% |
| 7D | +0.1% | +0.3% | -0.2% | +0.1% |
| 30D | +0.7% | +8.4% | -7.7% | -0.3% |
| 3M | -0.5% | +1.2% | -1.8% | -0.9% |
| 6M | -11.3% | +2.6% | -13.9% | -12.2% |
| YTD | -0.6% | +5.9% | -6.5% | -2.1% |
| 1Y | +1.7% | +25.8% | -24.2% | -2.1% |
| 3Y | -12.5% | +106.8% | -119.3% | -23.5% |
| 5Y | +3.9% | -29.3% | +33.2% | +8.2% |
| All | +54.3% | -25.7% | +80.0% | +42.5% |
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 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