+14,202.8%
ECL vs PPG
+3,036.2%
+11,166.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +2.9% | +0.7% | +2.1% | +2.5% |
| 30D | +7.5% | +17.6% | -10.1% | -0.8% |
| 3M | +12.2% | +7.5% | +4.8% | +8.2% |
| 6M | +24.6% | +17.6% | +6.9% | +14.4% |
| YTD | +18.8% | +22.6% | -3.8% | +6.2% |
| 1Y | +19.3% | +28.0% | -8.7% | +4.4% |
| 3Y | +78.2% | +1.8% | +76.4% | +70.8% |
| 5Y | +38.8% | -15.5% | +54.3% | +44.5% |
| 10Y | +197.8% | +54.9% | +142.9% | +127.0% |
| All | +14,202.8% | +3,036.2% | +11,166.7% | +3,211.6% |
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