+1,405.7%
PBR vs ECL
+2,146.9%
-741.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +2.4% |
| 7D | -3.7% | -0.5% | -3.3% | -3.5% |
| 30D | -29.0% | +6.6% | -35.6% | -32.6% |
| 3M | +4.9% | +9.6% | -4.7% | -2.7% |
| 6M | -8.4% | +21.6% | -30.0% | -22.3% |
| YTD | +59.4% | +16.9% | +42.5% | +36.9% |
| 1Y | +45.5% | +17.9% | +27.6% | +23.9% |
| 3Y | +67.4% | +76.5% | -9.1% | +0.1% |
| 5Y | +453.0% | +36.6% | +416.4% | +273.3% |
| 10Y | +555.9% | +193.2% | +362.8% | +129.8% |
| All | +1,405.7% | +2,146.9% | -741.2% | +87.0% |
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