+1,813.7%
PWR vs ELAN
-28.2%
+1,841.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.4% | +3.8% | +4.8% |
| 7D | +4.2% | -5.4% | +9.6% | +5.7% |
| 30D | -4.0% | +4.7% | -8.7% | -5.4% |
| 3M | -4.8% | -3.7% | -1.1% | -4.5% |
| 6M | +14.6% | -1.2% | +15.8% | +13.2% |
| YTD | +54.2% | +2.4% | +51.9% | +50.6% |
| 1Y | +67.1% | +23.4% | +43.7% | +54.7% |
| 3Y | +218.5% | +96.7% | +121.8% | +138.0% |
| 5Y | +466.3% | -30.6% | +496.9% | +505.9% |
| All | +1,813.7% | -28.2% | +1,841.9% | +1,621.2% |
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