+1,995.9%
ECL vs PFG
+1,015.3%
+980.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.7% | +0.5% |
| 7D | -2.6% | +5.5% | -8.1% | -4.2% |
| 30D | -2.2% | +2.4% | -4.5% | -2.9% |
| 3M | +10.1% | +13.6% | -3.5% | +6.0% |
| 6M | -5.7% | +27.9% | -33.6% | -12.3% |
| YTD | +7.0% | +35.6% | -28.6% | -2.3% |
| 1Y | +2.7% | +48.5% | -45.8% | -8.8% |
| 3Y | +57.7% | +66.9% | -9.2% | +34.1% |
| 5Y | +31.1% | +111.0% | -79.8% | +3.8% |
| 10Y | +150.9% | +244.5% | -93.6% | +67.4% |
| All | +1,995.9% | +1,015.3% | +980.6% | +772.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling