+28.9%
PM vs ECL
+20.9%
+8.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.0% | -4.4% | -3.3% |
| 7D | -7.3% | -0.5% | -6.8% | -7.0% |
| 30D | -4.0% | +8.8% | -12.8% | -7.4% |
| 3M | +2.7% | +7.8% | -5.1% | -0.5% |
| 6M | +14.9% | +21.3% | -6.5% | +6.2% |
| YTD | +23.5% | +17.8% | +5.7% | +19.7% |
| All | +28.9% | +20.9% | +8.0% | +24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling