+234.7%
PM vs ECL
+205.6%
+29.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.0% | -4.4% | -3.2% |
| 7D | -7.3% | -0.5% | -6.8% | -7.1% |
| 30D | -4.0% | +8.8% | -12.8% | -7.0% |
| 3M | +2.7% | +7.8% | -5.1% | -0.2% |
| 6M | +14.9% | +21.3% | -6.5% | +6.6% |
| YTD | +23.5% | +17.8% | +5.7% | +15.8% |
| 1Y | +30.4% | +21.1% | +9.3% | +20.9% |
| 3Y | +143.2% | +80.1% | +63.1% | +90.5% |
| 5Y | +159.5% | +40.5% | +119.0% | +121.0% |
| 10Y | +234.7% | +197.7% | +36.9% | +120.8% |
| All | +234.7% | +205.6% | +29.0% | +120.8% |
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 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