+668.5%
PBR vs ECL
+155.8%
+512.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | +4.2% | -2.6% | +6.9% | +5.7% |
| 30D | +22.7% | -4.6% | +27.3% | +25.5% |
| 3M | +21.5% | +6.0% | +15.5% | +16.6% |
| 6M | +24.0% | -3.0% | +27.0% | +23.7% |
| YTD | +88.2% | +4.0% | +84.2% | +79.8% |
| 1Y | +74.8% | +2.0% | +72.8% | +68.0% |
| 3Y | +105.1% | +53.9% | +51.2% | +47.5% |
| 5Y | +572.2% | +27.1% | +545.1% | +435.7% |
| All | +668.5% | +155.8% | +512.7% | +286.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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