+96.9%
PSX vs ELAN
+13.9%
+83.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.0% | -7.5% | -4.1% |
| 7D | -5.2% | +11.7% | -16.9% | -3.8% |
| 30D | -3.7% | +12.4% | -16.2% | -2.3% |
| 3M | +26.8% | -1.1% | +27.9% | +26.8% |
| 6M | +47.3% | +12.4% | +34.9% | +52.1% |
| YTD | +105.4% | +11.8% | +93.6% | +112.1% |
| 1Y | +96.9% | +12.5% | +84.4% | +103.3% |
| All | +96.9% | +13.9% | +83.1% | +103.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling