+23,761.0%
PH vs ECL
+13,009.7%
+10,751.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.2% |
| 6M | -2.1% | -5.7% | +3.6% | +0.8% |
| YTD | +10.2% | +7.0% | +3.2% | +5.4% |
| 1Y | +28.2% | +2.7% | +25.6% | +25.0% |
| 3Y | +134.9% | +57.7% | +77.2% | +76.1% |
| 5Y | +253.6% | +31.1% | +222.5% | +189.9% |
| 10Y | +804.7% | +150.9% | +653.9% | +425.8% |
| All | +23,761.0% | +13,009.7% | +10,751.3% | +3,931.8% |
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 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