+253.6%
PH vs ECL
+31.2%
+222.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -3.1% | -2.6% | -0.5% | -1.6% |
| 30D | -3.2% | -2.2% | -1.1% | -2.1% |
| 3M | +10.6% | +10.1% | +0.5% | +4.4% |
| 6M | -2.1% | -5.7% | +3.6% | +0.7% |
| YTD | +10.2% | +7.0% | +3.2% | +5.5% |
| 1Y | +28.2% | +2.7% | +25.6% | +25.2% |
| 3Y | +134.9% | +57.7% | +77.2% | +76.1% |
| All | +253.6% | +31.2% | +222.4% | +188.2% |
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