+26.8%
PH vs ECL
+2.9%
+23.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +0.4% | -0.8% | +1.2% | +0.7% |
| 30D | -10.8% | -2.5% | -8.3% | -9.8% |
| 3M | +8.5% | +8.3% | +0.1% | +4.2% |
| 6M | +3.9% | -1.1% | +5.0% | +3.3% |
| YTD | +9.4% | +6.5% | +2.9% | +7.3% |
| 1Y | +26.8% | +2.1% | +24.7% | +25.8% |
| All | +26.8% | +2.9% | +23.9% | +25.8% |
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 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