+49.6%
PFE vs ECL
+205.6%
-156.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.6% | -1.2% |
| 7D | -4.7% | -0.5% | -4.2% | -4.5% |
| 30D | +3.4% | +8.8% | -5.5% | +0.6% |
| 3M | +9.2% | +7.8% | +1.4% | +6.6% |
| 6M | +15.8% | +21.3% | -5.5% | +8.6% |
| YTD | +23.4% | +17.8% | +5.7% | +16.7% |
| 1Y | +25.8% | +21.1% | +4.8% | +17.8% |
| 3Y | +17.8% | +80.1% | -62.2% | -3.7% |
| 5Y | -20.2% | +40.5% | -60.7% | -30.3% |
| 10Y | +49.6% | +197.7% | -148.2% | -3.4% |
| All | +49.6% | +205.6% | -156.0% | -3.4% |
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 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