-2.5%
PFE vs ELAN
-28.2%
+25.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.1% |
| 7D | -2.6% | -5.4% | +2.9% | -1.8% |
| 30D | +5.4% | +4.7% | +0.7% | +4.6% |
| 3M | +7.8% | -3.7% | +11.4% | +8.0% |
| 6M | +5.0% | -1.2% | +6.2% | +4.2% |
| YTD | +17.1% | +2.4% | +14.7% | +15.5% |
| 1Y | +19.3% | +23.4% | -4.1% | +14.3% |
| 3Y | -0.9% | +96.7% | -97.6% | -14.9% |
| 5Y | -20.8% | -30.6% | +9.8% | -19.3% |
| All | -2.5% | -28.2% | +25.7% | -5.3% |
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