+196.8%
ECL vs PR
+66.0%
+130.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -1.8% |
| 7D | -0.8% | -16.4% | +15.7% | -0.2% |
| 30D | +8.1% | -1.9% | +10.0% | +8.1% |
| 3M | +6.4% | +8.0% | -1.6% | +6.0% |
| 6M | +14.8% | +4.1% | +10.7% | +14.4% |
| YTD | +15.5% | +58.7% | -43.2% | +13.1% |
| 1Y | +20.1% | +75.8% | -55.7% | +17.1% |
| 3Y | +77.8% | +73.2% | +4.6% | +72.4% |
| 5Y | +37.9% | +230.1% | -192.3% | +29.3% |
| All | +196.8% | +66.0% | +130.7% | +188.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling