+12,781.7%
ECL vs PNR
+3,652.8%
+9,128.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -2.6% | -2.4% | -0.2% | -1.9% |
| 30D | -2.2% | -12.8% | +10.6% | +2.1% |
| 3M | +10.1% | -17.0% | +27.1% | +16.2% |
| 6M | -5.7% | -37.4% | +31.7% | +8.6% |
| YTD | +7.0% | -41.6% | +48.6% | +25.6% |
| 1Y | +2.7% | -44.6% | +47.3% | +22.5% |
| 3Y | +57.7% | -12.1% | +69.8% | +59.5% |
| 5Y | +31.1% | -17.4% | +48.5% | +33.8% |
| 10Y | +150.9% | +64.0% | +86.9% | +103.0% |
| All | +12,781.7% | +3,652.8% | +9,128.8% | +5,834.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling