+152.1%
ECL vs PNR
+66.6%
+85.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.1% | +0.4% |
| 7D | -2.6% | -5.5% | +2.8% | 0.0% |
| 30D | -4.6% | -15.6% | +11.0% | +3.4% |
| 3M | +6.0% | -20.2% | +26.2% | +16.8% |
| 6M | -3.0% | -36.6% | +33.7% | +19.2% |
| YTD | +4.0% | -45.0% | +49.0% | +36.3% |
| 1Y | +2.0% | -47.4% | +49.5% | +36.6% |
| 3Y | +53.9% | -13.7% | +67.6% | +53.2% |
| 5Y | +27.1% | -20.8% | +47.9% | +28.3% |
| All | +152.1% | +66.6% | +85.5% | +55.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling