+38.9%
ECL vs PPG
-15.7%
+54.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +2.9% | +0.7% | +2.1% | +2.4% |
| 30D | +7.5% | +17.6% | -10.1% | -1.7% |
| 3M | +12.2% | +7.5% | +4.8% | +7.7% |
| 6M | +24.6% | +17.6% | +6.9% | +13.2% |
| YTD | +18.8% | +22.6% | -3.8% | +4.5% |
| 1Y | +19.3% | +28.0% | -8.7% | +2.4% |
| 3Y | +78.2% | +1.8% | +76.4% | +69.9% |
| All | +38.9% | -15.7% | +54.6% | +48.4% |
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