+13.4%
PG vs ECL
+27.6%
-14.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.0% |
| 7D | -0.8% | -1.1% | +0.3% | -0.4% |
| 30D | +0.8% | -0.8% | +1.6% | +1.1% |
| 3M | -1.3% | +5.0% | -6.4% | -3.0% |
| 6M | -3.8% | +0.2% | -4.1% | -4.1% |
| YTD | +3.6% | +5.8% | -2.1% | +1.6% |
| 1Y | -5.7% | +1.5% | -7.3% | -6.6% |
| 3Y | +1.6% | +55.0% | -53.4% | -11.7% |
| All | +13.4% | +27.6% | -14.2% | +0.8% |
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