-19.0%
PYPL vs ELAN
+41.2%
-60.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.3% |
| 7D | +2.4% | +1.6% | +0.8% | +2.1% |
| 30D | -5.1% | -6.6% | +1.4% | -4.2% |
| 3M | +28.6% | -0.8% | +29.4% | +27.9% |
| 6M | +17.9% | +0.2% | +17.7% | +16.5% |
| YTD | -5.3% | +8.3% | -13.5% | -7.5% |
| 1Y | -19.0% | +40.2% | -59.3% | -22.0% |
| All | -19.0% | +41.2% | -60.2% | -22.0% |
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