+23.1%
ECL vs PNR
-31.2%
+54.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.3% | +0.1% | +2.5% |
| 7D | +7.7% | +11.9% | -4.2% | +4.5% |
| 30D | +13.7% | +37.1% | -23.4% | +4.1% |
| 3M | +11.6% | +5.7% | +5.9% | +10.2% |
| 6M | +23.9% | -5.7% | +29.6% | +25.4% |
| YTD | +21.0% | -29.8% | +50.8% | +32.1% |
| 1Y | +23.1% | -31.8% | +54.9% | +36.1% |
| All | +23.1% | -31.2% | +54.3% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling