+158.8%
PGR vs ELAN
-30.9%
+189.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.6% |
| 7D | -0.6% | -5.4% | +4.8% | -0.5% |
| 30D | +4.9% | +4.7% | +0.2% | +4.9% |
| 3M | +7.6% | -3.7% | +11.3% | +7.7% |
| 6M | +8.3% | -1.2% | +9.4% | +8.1% |
| YTD | +1.7% | +2.4% | -0.7% | +1.4% |
| 1Y | -6.8% | +23.4% | -30.2% | -7.9% |
| 3Y | +73.4% | +96.7% | -23.2% | +65.2% |
| All | +158.8% | -30.9% | +189.7% | +184.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling