-2.5%
PFE vs ECL
+57.4%
-59.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.4% | -1.3% |
| 7D | +1.8% | -2.6% | +4.4% | +2.5% |
| 30D | +10.2% | -2.2% | +12.4% | +10.9% |
| 3M | +12.7% | +10.1% | +2.6% | +9.4% |
| 6M | +10.5% | -5.7% | +16.3% | +12.1% |
| YTD | +20.2% | +7.0% | +13.2% | +17.7% |
| 1Y | +24.1% | +2.7% | +21.4% | +22.7% |
| All | -2.5% | +57.4% | -59.9% | -9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling