+1,573.8%
PBR vs ECL
+1,956.0%
-382.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -2.0% |
| 7D | +8.6% | -2.6% | +11.2% | +10.6% |
| 30D | +12.8% | -2.2% | +15.0% | +14.2% |
| 3M | +14.7% | +10.1% | +4.6% | +5.4% |
| 6M | +25.2% | -5.7% | +30.9% | +27.1% |
| YTD | +77.1% | +7.0% | +70.2% | +63.3% |
| 1Y | +69.6% | +2.7% | +66.9% | +59.9% |
| 3Y | +95.6% | +57.7% | +37.9% | +27.0% |
| 5Y | +501.8% | +31.1% | +470.6% | +315.3% |
| 10Y | +640.6% | +150.9% | +489.7% | +195.7% |
| All | +1,573.8% | +1,956.0% | -382.2% | +123.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling