+1,720.0%
PWR vs ELAN
-29.1%
+1,749.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -0.5% |
| 7D | -0.2% | -6.4% | +6.2% | +1.5% |
| 30D | -7.7% | +0.6% | -8.3% | -8.1% |
| 3M | -4.9% | 0.0% | -4.9% | -5.6% |
| 6M | +9.7% | -3.4% | +13.2% | +9.0% |
| YTD | +46.7% | +1.0% | +45.7% | +43.7% |
| 1Y | +58.7% | +24.7% | +34.0% | +46.4% |
| 3Y | +200.7% | +97.2% | +103.5% | +124.2% |
| 5Y | +438.6% | -31.5% | +470.1% | +478.3% |
| All | +1,720.0% | -29.1% | +1,749.1% | +1,542.6% |
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 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