+14.1%
PH vs ECL
+19.8%
-5.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.5% |
| 7D | +6.9% | -2.3% | +9.2% | +7.9% |
| 30D | +1.7% | +8.3% | -6.6% | -2.3% |
| 3M | -8.1% | +8.4% | -16.6% | -11.8% |
| 6M | +11.5% | +23.3% | -11.8% | -1.2% |
| YTD | +11.4% | +18.2% | -6.9% | +1.6% |
| 1Y | +14.1% | +18.8% | -4.7% | +3.9% |
| All | +14.1% | +19.8% | -5.7% | +3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling