+22,650.5%
PH vs ECL
+14,051.7%
+8,598.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.5% | +3.8% |
| 7D | +2.0% | -0.8% | +2.8% | +2.3% |
| 30D | -3.7% | +8.1% | -11.8% | -8.2% |
| 3M | -14.0% | +6.4% | -20.4% | -17.4% |
| 6M | +2.1% | +14.8% | -12.6% | -6.5% |
| YTD | +5.1% | +15.5% | -10.4% | -4.2% |
| 1Y | +10.9% | +20.1% | -9.2% | -1.2% |
| 3Y | +132.9% | +77.8% | +55.2% | +62.4% |
| 5Y | +200.1% | +37.9% | +162.2% | +138.4% |
| 10Y | +783.8% | +202.7% | +581.2% | +361.6% |
| All | +22,650.5% | +14,051.7% | +8,598.8% | +3,563.7% |
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