+362.6%
PSX vs ELAN
-30.9%
+393.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.2% |
| 7D | +1.7% | -5.4% | +7.1% | +2.5% |
| 30D | +15.6% | +4.7% | +10.9% | +14.8% |
| 3M | +46.5% | -3.7% | +50.1% | +46.8% |
| 6M | +55.0% | -1.2% | +56.2% | +53.3% |
| YTD | +105.3% | +2.4% | +102.9% | +101.1% |
| 1Y | +101.6% | +23.4% | +78.2% | +90.1% |
| 3Y | +134.1% | +96.7% | +37.5% | +93.6% |
| All | +362.6% | -30.9% | +393.5% | +378.8% |
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 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