+67.1%
PPL vs ELAN
-17.8%
+84.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -2.2% | +11.9% | -14.1% | -4.1% |
| 30D | +1.7% | +18.3% | -16.6% | -1.4% |
| 3M | +0.1% | +19.7% | -19.6% | -3.2% |
| 6M | -1.5% | +23.7% | -25.2% | -5.9% |
| YTD | +3.0% | +17.1% | -14.1% | -1.5% |
| 1Y | -1.4% | +20.2% | -21.6% | -6.2% |
| 3Y | +53.5% | +148.1% | -94.7% | +18.5% |
| 5Y | +46.4% | -19.8% | +66.2% | +52.5% |
| All | +67.1% | -17.8% | +84.9% | +43.7% |
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