+3,981.9%
PG vs ECL
+12,954.7%
-8,972.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -0.4% | -0.8% | +0.3% | -0.2% |
| 30D | -0.1% | -2.5% | +2.3% | +0.6% |
| 3M | +1.1% | +8.3% | -7.3% | -1.5% |
| 6M | -3.8% | -1.1% | -2.7% | -3.6% |
| YTD | +3.8% | +6.5% | -2.7% | +1.7% |
| 1Y | -5.8% | +2.1% | -7.8% | -6.7% |
| 3Y | +3.0% | +57.6% | -54.6% | -11.3% |
| 5Y | +14.5% | +28.1% | -13.6% | +3.2% |
| 10Y | +117.8% | +153.2% | -35.5% | +55.9% |
| All | +3,981.9% | +12,954.7% | -8,972.8% | +946.7% |
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