+792.3%
PH vs ECL
+153.2%
+639.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | +0.4% | -0.8% | +1.2% | +0.9% |
| 30D | -10.8% | -2.5% | -8.3% | -9.3% |
| 3M | +8.5% | +8.3% | +0.1% | +1.8% |
| 6M | +3.9% | -1.1% | +5.0% | +4.0% |
| YTD | +9.4% | +6.5% | +2.9% | +3.6% |
| 1Y | +26.8% | +2.1% | +24.7% | +23.1% |
| 3Y | +140.8% | +57.6% | +83.2% | +64.9% |
| 5Y | +253.8% | +28.1% | +225.7% | +179.5% |
| 10Y | +792.3% | +153.2% | +639.1% | +299.9% |
| All | +792.3% | +153.2% | +639.2% | +299.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling