+141.2%
PH vs ELAN
+99.1%
+42.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.4% |
| 7D | -1.3% | -5.4% | +4.1% | -0.2% |
| 30D | -11.0% | +4.7% | -15.7% | -11.9% |
| 3M | +5.5% | -3.7% | +9.2% | +5.6% |
| 6M | +1.5% | -1.2% | +2.7% | +0.3% |
| YTD | +8.8% | +2.4% | +6.4% | +6.6% |
| 1Y | +24.5% | +23.4% | +1.1% | +16.8% |
| 3Y | +141.2% | +96.7% | +44.5% | +83.6% |
| All | +141.2% | +99.1% | +42.1% | +83.6% |
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