+61.0%
PPL vs ELAN
-29.1%
+90.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.5% |
| 7D | -2.6% | -6.4% | +3.8% | -1.5% |
| 30D | -3.0% | +0.6% | -3.6% | -3.2% |
| 3M | -3.9% | 0.0% | -3.8% | -4.2% |
| 6M | -8.9% | -3.4% | -5.4% | -9.5% |
| YTD | -0.8% | +1.0% | -1.8% | -2.4% |
| 1Y | -2.1% | +24.7% | -26.8% | -7.7% |
| 3Y | +51.4% | +97.2% | -45.8% | +22.1% |
| 5Y | +36.3% | -31.5% | +67.8% | +46.2% |
| All | +61.0% | -29.1% | +90.1% | +42.3% |
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