+168.1%
PM vs ECL
+37.7%
+130.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.3% |
| 7D | -5.2% | -0.8% | -4.5% | -5.0% |
| 30D | +2.7% | +8.1% | -5.4% | +0.6% |
| 3M | +6.1% | +6.4% | -0.2% | +4.4% |
| 6M | +18.0% | +14.8% | +3.2% | +13.7% |
| YTD | +26.6% | +15.5% | +11.1% | +21.9% |
| 1Y | +36.7% | +20.1% | +16.6% | +30.3% |
| 3Y | +146.0% | +77.8% | +68.3% | +110.7% |
| All | +168.1% | +37.7% | +130.4% | +129.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling