+26.5%
ECL vs PNR
-20.5%
+47.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.3% |
| 7D | -2.7% | -3.9% | +1.1% | -1.1% |
| 30D | -4.3% | -13.8% | +9.5% | +2.0% |
| 3M | +3.2% | -22.5% | +25.8% | +14.1% |
| 6M | -2.9% | -37.2% | +34.2% | +17.4% |
| YTD | +4.3% | -44.2% | +48.5% | +32.5% |
| 1Y | +1.6% | -46.6% | +48.3% | +31.8% |
| 3Y | +54.3% | -12.5% | +66.8% | +49.6% |
| 5Y | +26.5% | -19.3% | +45.8% | +16.3% |
| All | +26.5% | -20.5% | +47.0% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling