+220.1%
PSX vs ELAN
-29.1%
+249.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.1% | -0.1% |
| 7D | +1.5% | -6.4% | +7.9% | +3.2% |
| 30D | +15.8% | +0.6% | +15.3% | +15.5% |
| 3M | +43.0% | 0.0% | +43.1% | +42.2% |
| 6M | +61.1% | -3.4% | +64.5% | +58.6% |
| YTD | +104.5% | +1.0% | +103.5% | +98.0% |
| 1Y | +102.5% | +24.7% | +77.8% | +83.4% |
| 3Y | +133.5% | +97.2% | +36.2% | +70.4% |
| 5Y | +367.0% | -31.5% | +398.5% | +399.2% |
| All | +220.1% | -29.1% | +249.2% | +181.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling