+250.9%
PM vs ECL
+196.4%
+54.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -6.6% | +0.4% | -7.1% | -6.8% |
| 30D | -3.4% | +8.6% | -12.0% | -6.4% |
| 3M | +5.3% | +7.9% | -2.6% | +2.3% |
| 6M | +15.5% | +21.0% | -5.5% | +7.3% |
| YTD | +24.3% | +17.5% | +6.7% | +16.6% |
| 1Y | +29.7% | +19.7% | +10.0% | +20.8% |
| 3Y | +144.9% | +77.4% | +67.5% | +92.8% |
| 5Y | +159.0% | +38.7% | +120.3% | +121.8% |
| 10Y | +250.9% | +193.5% | +57.4% | +125.5% |
| All | +250.9% | +196.4% | +54.5% | +125.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling