+55.3%
PPL vs ELAN
+105.8%
-50.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | 0.0% |
| 7D | +1.8% | +0.3% | +1.5% | +1.8% |
| 30D | -1.1% | +8.4% | -9.4% | -1.5% |
| 3M | 0.0% | +1.2% | -1.2% | -0.1% |
| 6M | -7.6% | +2.6% | -10.2% | -8.0% |
| YTD | +1.7% | +5.9% | -4.2% | +1.1% |
| 1Y | +1.5% | +25.8% | -24.3% | -0.1% |
| 3Y | +55.3% | +106.8% | -51.6% | +36.8% |
| All | +55.3% | +105.8% | -50.5% | +36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling