+12,781.7%
ECL vs PPG
+2,762.5%
+10,019.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.7% |
| 7D | -2.6% | -1.5% | -1.1% | -1.9% |
| 30D | -2.2% | -5.0% | +2.8% | +0.2% |
| 3M | +10.1% | +1.1% | +9.0% | +9.1% |
| 6M | -5.7% | -3.2% | -2.6% | -5.0% |
| YTD | +7.0% | +11.9% | -4.9% | +0.2% |
| 1Y | +2.7% | +5.3% | -2.7% | -1.2% |
| 3Y | +57.7% | -15.0% | +72.7% | +65.3% |
| 5Y | +31.1% | -19.6% | +50.7% | +40.0% |
| 10Y | +150.9% | +27.0% | +123.8% | +109.8% |
| All | +12,781.7% | +2,762.5% | +10,019.2% | +3,023.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling