+3,391.6%
PFE vs ECL
+14,051.7%
-10,660.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | 0.0% | -1.1% |
| 7D | -3.7% | -0.8% | -2.9% | -3.4% |
| 30D | +5.0% | +8.1% | -3.2% | +2.3% |
| 3M | +12.2% | +6.4% | +5.8% | +9.8% |
| 6M | +14.6% | +14.8% | -0.2% | +9.1% |
| YTD | +24.1% | +15.5% | +8.7% | +17.8% |
| 1Y | +26.6% | +20.1% | +6.5% | +18.4% |
| 3Y | +14.3% | +77.8% | -63.4% | -7.3% |
| 5Y | -21.9% | +37.9% | -59.8% | -32.5% |
| 10Y | +62.6% | +202.7% | -140.0% | +3.4% |
| All | +3,391.6% | +14,051.7% | -10,660.1% | +709.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling