+80.1%
ECL vs PFG
+84.7%
-4.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.0% | -2.0% | +0.8% |
| 7D | -0.5% | +2.3% | -2.8% | -1.2% |
| 30D | +8.8% | +7.6% | +1.2% | +6.6% |
| 3M | +7.8% | +2.5% | +5.3% | +6.9% |
| 6M | +21.3% | +16.6% | +4.7% | +15.5% |
| YTD | +17.8% | +34.1% | -16.3% | +7.3% |
| 1Y | +21.1% | +44.1% | -23.0% | +7.9% |
| 3Y | +80.1% | +86.3% | -6.2% | +46.7% |
| All | +80.1% | +84.7% | -4.6% | +46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling