+469.4%
PWR vs ELAN
-30.9%
+500.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.4% | +3.8% | +4.9% |
| 7D | +4.2% | -5.4% | +9.6% | +5.4% |
| 30D | -4.0% | +4.7% | -8.7% | -5.1% |
| 3M | -4.8% | -3.7% | -1.1% | -4.6% |
| 6M | +14.6% | -1.2% | +15.8% | +13.6% |
| YTD | +54.2% | +2.4% | +51.9% | +51.6% |
| 1Y | +67.1% | +23.4% | +43.7% | +57.8% |
| 3Y | +218.5% | +96.7% | +121.8% | +154.1% |
| All | +469.4% | -30.9% | +500.3% | +550.6% |
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