+1,425.7%
PBR vs ECL
+2,182.8%
-757.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.2% |
| 7D | -1.0% | +2.9% | -3.9% | -3.1% |
| 30D | -29.3% | +7.5% | -36.8% | -33.2% |
| 3M | +5.5% | +12.2% | -6.7% | -3.8% |
| 6M | -2.9% | +24.6% | -27.5% | -19.1% |
| YTD | +61.5% | +18.8% | +42.7% | +37.2% |
| 1Y | +46.9% | +19.3% | +27.5% | +23.9% |
| 3Y | +66.4% | +78.2% | -11.8% | -1.1% |
| 5Y | +460.3% | +38.8% | +421.5% | +274.0% |
| 10Y | +564.6% | +197.8% | +366.8% | +130.2% |
| All | +1,425.7% | +2,182.8% | -757.1% | +87.4% |
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