+237.1%
PM vs ELAN
-25.7%
+262.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +1.5% |
| 7D | -1.3% | +0.3% | -1.5% | -1.3% |
| 30D | -2.6% | +8.4% | -10.9% | -3.6% |
| 3M | +5.8% | +1.2% | +4.6% | +5.3% |
| 6M | +10.6% | +2.6% | +7.9% | +9.2% |
| YTD | +17.2% | +5.9% | +11.2% | +15.1% |
| 1Y | +17.6% | +25.8% | -8.2% | +12.5% |
| 3Y | +124.3% | +106.8% | +17.4% | +89.1% |
| 5Y | +125.1% | -29.3% | +154.3% | +137.4% |
| All | +237.1% | -25.7% | +262.8% | +198.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling