-21.5%
PFE vs ECL
+37.7%
-59.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | 0.0% | -1.2% |
| 7D | -3.7% | -0.8% | -2.9% | -3.5% |
| 30D | +5.0% | +8.1% | -3.2% | +3.0% |
| 3M | +12.2% | +6.4% | +5.8% | +10.5% |
| 6M | +14.6% | +14.8% | -0.2% | +10.6% |
| YTD | +24.1% | +15.5% | +8.7% | +19.6% |
| 1Y | +26.6% | +20.1% | +6.5% | +20.8% |
| 3Y | +14.3% | +77.8% | -63.4% | +0.2% |
| All | -21.5% | +37.7% | -59.1% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling