+14,202.8%
ECL vs PNR
+4,177.9%
+10,024.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +2.9% | +0.3% | +2.6% | +2.8% |
| 30D | +7.5% | +31.7% | -24.2% | -1.9% |
| 3M | +12.2% | +2.6% | +9.6% | +10.8% |
| 6M | +24.6% | -6.4% | +30.9% | +25.9% |
| YTD | +18.8% | -33.4% | +52.2% | +33.2% |
| 1Y | +19.3% | -35.1% | +54.4% | +34.8% |
| 3Y | +78.2% | +17.1% | +61.1% | +63.9% |
| 5Y | +38.8% | -3.5% | +42.3% | +34.5% |
| 10Y | +197.8% | +100.2% | +97.7% | +126.2% |
| All | +14,202.8% | +4,177.9% | +10,024.9% | +6,193.6% |
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