+62.3%
PPL vs ELAN
-29.1%
+91.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.8% | +0.3% |
| 7D | -1.8% | -6.4% | +4.6% | -0.7% |
| 30D | -2.2% | +0.6% | -2.8% | -2.4% |
| 3M | -3.1% | 0.0% | -3.0% | -3.4% |
| 6M | -8.1% | -3.4% | -4.7% | -8.7% |
| YTD | 0.0% | +1.0% | -1.0% | -1.6% |
| 1Y | -1.3% | +24.7% | -26.0% | -6.9% |
| 3Y | +52.7% | +97.2% | -44.6% | +23.1% |
| 5Y | +37.4% | -31.5% | +68.9% | +47.4% |
| All | +62.3% | -29.1% | +91.4% | +43.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling