+221.3%
PSX vs ELAN
-28.2%
+249.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | 0.0% |
| 7D | +1.7% | -5.4% | +7.1% | +3.1% |
| 30D | +15.6% | +4.7% | +10.9% | +14.1% |
| 3M | +46.5% | -3.7% | +50.1% | +47.0% |
| 6M | +55.0% | -1.2% | +56.2% | +51.8% |
| YTD | +105.3% | +2.4% | +102.9% | +98.1% |
| 1Y | +101.6% | +23.4% | +78.2% | +83.2% |
| 3Y | +134.1% | +96.7% | +37.5% | +71.3% |
| 5Y | +368.7% | -30.6% | +399.3% | +399.3% |
| All | +221.3% | -28.2% | +249.5% | +181.4% |
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