-0.7%
PFE vs ELAN
+102.3%
-103.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.7% | +0.2% |
| 7D | -4.3% | -4.6% | +0.3% | -3.8% |
| 30D | +2.7% | +5.7% | -3.0% | +2.1% |
| 3M | +10.0% | -3.9% | +13.9% | +10.2% |
| 6M | +7.2% | -1.6% | +8.8% | +6.6% |
| YTD | +17.3% | +4.1% | +13.3% | +16.0% |
| 1Y | +20.3% | +25.5% | -5.2% | +16.6% |
| All | -0.7% | +102.3% | -103.1% | -6.6% |
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