+46.2%
PFE vs ECL
+196.4%
-150.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.5% |
| 7D | -0.7% | +0.4% | -1.1% | -0.8% |
| 30D | +5.3% | +8.6% | -3.3% | +2.6% |
| 3M | +10.1% | +7.9% | +2.2% | +7.4% |
| 6M | +18.0% | +21.0% | -3.0% | +10.7% |
| YTD | +25.8% | +17.5% | +8.3% | +19.0% |
| 1Y | +28.4% | +19.7% | +8.8% | +20.7% |
| 3Y | +20.9% | +77.4% | -56.5% | -0.7% |
| 5Y | -21.5% | +38.7% | -60.2% | -31.2% |
| 10Y | +46.2% | +193.5% | -147.3% | -3.2% |
| All | +46.2% | +196.4% | -150.2% | -3.2% |
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