+32.4%
PWR vs ELAN
+13.9%
+18.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | +3.0% | -14.7% | -12.2% |
| 7D | -4.4% | +11.7% | -16.1% | -6.4% |
| 30D | -15.1% | +12.4% | -27.5% | -17.0% |
| 3M | -16.2% | -1.1% | -15.1% | -16.2% |
| 6M | -23.3% | +12.4% | -35.8% | -26.1% |
| YTD | +37.6% | +11.8% | +25.8% | +33.9% |
| 1Y | +32.4% | +12.5% | +19.9% | +28.5% |
| All | +32.4% | +13.9% | +18.5% | +28.5% |
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