+3,280.0%
PFE vs ECL
+13,009.7%
-9,729.7%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.4% | -1.3% |
| 7D | +1.8% | -2.6% | +4.4% | +2.6% |
| 30D | +10.2% | -2.2% | +12.4% | +11.0% |
| 3M | +12.7% | +10.1% | +2.6% | +8.9% |
| 6M | +10.5% | -5.7% | +16.3% | +12.3% |
| YTD | +20.2% | +7.0% | +13.2% | +17.0% |
| 1Y | +24.1% | +2.7% | +21.4% | +22.2% |
| 3Y | -3.6% | +57.7% | -61.3% | -18.6% |
| 5Y | -20.9% | +31.1% | -52.0% | -30.5% |
| 10Y | +35.8% | +150.9% | -115.0% | -7.9% |
| All | +3,280.0% | +13,009.7% | -9,729.7% | +704.4% |
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 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