-21.5%
PINS vs ELAN
-14.5%
-7.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.2% |
| 7D | +1.0% | +4.0% | -3.0% | -0.4% |
| 30D | -12.0% | +18.8% | -30.8% | -17.5% |
| 3M | -17.9% | +19.0% | -36.9% | -23.2% |
| 6M | -1.0% | +22.8% | -23.9% | -9.7% |
| YTD | -26.0% | +18.3% | -44.4% | -33.3% |
| 1Y | -28.5% | +21.8% | -50.2% | -36.4% |
| 3Y | -39.2% | +153.8% | -193.0% | -64.4% |
| 5Y | -58.3% | -18.9% | -39.4% | -56.9% |
| All | -21.5% | -14.5% | -7.0% | -37.4% |
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