+29.8%
ECL vs PPG
-24.1%
+53.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.5% |
| 7D | -1.1% | -6.2% | +5.1% | +2.4% |
| 30D | -0.8% | -7.9% | +7.1% | +3.7% |
| 3M | +5.0% | -10.2% | +15.3% | +10.9% |
| 6M | +0.2% | +2.7% | -2.4% | -2.2% |
| YTD | +5.8% | +4.9% | +0.9% | +1.5% |
| 1Y | +1.5% | -3.2% | +4.7% | +1.7% |
| 3Y | +55.0% | -17.0% | +72.0% | +66.2% |
| All | +29.8% | -24.1% | +53.9% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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