-21.9%
PINS vs ELAN
-26.0%
+4.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | +0.1% | +1.0% |
| 7D | -6.6% | -5.4% | -1.2% | -4.7% |
| 30D | -16.8% | +4.7% | -21.5% | -18.2% |
| 3M | -11.4% | -3.7% | -7.7% | -10.8% |
| 6M | -1.7% | -1.2% | -0.5% | -4.2% |
| YTD | -26.4% | +2.4% | -28.8% | -29.8% |
| 1Y | -45.5% | +23.4% | -68.9% | -51.8% |
| 3Y | -31.7% | +96.7% | -128.4% | -55.8% |
| 5Y | -64.9% | -30.6% | -34.3% | -61.4% |
| All | -21.9% | -26.0% | +4.1% | -34.2% |
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