+153.2%
ECL vs PFG
+239.4%
-86.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.2% |
| 7D | -0.8% | +6.0% | -6.8% | -3.5% |
| 30D | -2.5% | +2.2% | -4.7% | -3.6% |
| 3M | +8.3% | +10.4% | -2.0% | +3.2% |
| 6M | -1.1% | +27.8% | -28.9% | -11.9% |
| YTD | +6.5% | +33.6% | -27.1% | -7.3% |
| 1Y | +2.1% | +49.3% | -47.2% | -15.9% |
| 3Y | +57.6% | +69.7% | -12.1% | +19.5% |
| 5Y | +28.1% | +111.3% | -83.3% | -14.3% |
| 10Y | +153.2% | +240.3% | -87.0% | +10.9% |
| All | +153.2% | +239.4% | -86.2% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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