-80.6%
PYPL vs ELAN
-30.9%
-49.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.4% |
| 7D | -2.3% | -5.4% | +3.2% | -0.7% |
| 30D | -9.0% | +4.7% | -13.7% | -10.3% |
| 3M | +30.6% | -3.7% | +34.2% | +31.3% |
| 6M | +18.6% | -1.2% | +19.8% | +16.7% |
| YTD | -7.2% | +2.4% | -9.6% | -9.6% |
| 1Y | -19.3% | +23.4% | -42.6% | -26.1% |
| 3Y | -12.3% | +96.7% | -109.0% | -37.7% |
| All | -80.6% | -30.9% | -49.7% | -78.3% |
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