-24.0%
PFE vs ECL
+37.9%
-61.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.8% |
| 7D | -2.1% | -0.5% | -1.6% | -2.0% |
| 30D | +3.1% | +6.6% | -3.5% | +1.5% |
| 3M | +11.2% | +9.6% | +1.6% | +8.6% |
| 6M | +15.0% | +21.6% | -6.5% | +9.4% |
| YTD | +23.5% | +16.9% | +6.6% | +18.6% |
| 1Y | +18.9% | +17.9% | +1.0% | +13.9% |
| 3Y | +18.7% | +76.5% | -57.8% | +4.2% |
| 5Y | -24.0% | +36.6% | -60.7% | -41.5% |
| All | -24.0% | +37.9% | -61.9% | -41.5% |
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