+36.8%
PPL vs ELAN
-30.4%
+67.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.2% | -1.4% |
| 7D | 0.0% | -4.6% | +4.6% | +0.4% |
| 30D | -1.3% | +5.7% | -7.0% | -1.8% |
| 3M | -2.6% | -3.9% | +1.3% | -2.4% |
| 6M | -8.4% | -1.6% | -6.8% | -8.8% |
| YTD | +0.2% | +4.1% | -3.9% | -0.8% |
| 1Y | -0.2% | +25.5% | -25.8% | -3.1% |
| 3Y | +52.9% | +103.2% | -50.3% | +35.8% |
| 5Y | +36.8% | -29.8% | +66.6% | +38.6% |
| All | +36.8% | -30.4% | +67.2% | +38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling