+15.9%
ECL vs PLTU
+154.0%
-138.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -9.0% | +9.1% | +0.2% |
| 7D | -2.6% | -13.6% | +11.0% | -2.5% |
| 30D | -2.2% | +16.7% | -18.8% | -2.4% |
| 3M | +10.1% | +29.6% | -19.5% | +9.6% |
| 6M | -5.7% | -0.1% | -5.6% | -6.0% |
| YTD | +7.0% | -31.5% | +38.5% | +7.4% |
| 1Y | +2.7% | -19.7% | +22.4% | +2.0% |
| All | +15.9% | +154.0% | -138.1% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTU.
Daily Out/Under-Performance
Portfolio return minus PLTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTU 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 PLTU 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