+2,208.1%
ECL vs PFG
+1,003.0%
+1,205.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.0% | -2.0% | +0.9% |
| 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% | +15.8% |
| YTD | +17.8% | +34.1% | -16.3% | +7.9% |
| 1Y | +21.1% | +44.1% | -23.0% | +8.6% |
| 3Y | +80.1% | +86.3% | -6.2% | +48.5% |
| 5Y | +40.5% | +101.6% | -61.1% | +12.6% |
| 10Y | +197.7% | +197.9% | -0.1% | +105.6% |
| All | +2,208.1% | +1,003.0% | +1,205.1% | +863.1% |
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