+87.9%
PSX vs ECL
+20.9%
+66.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.0% | +1.0% | +3.6% |
| 7D | -8.0% | -0.5% | -7.5% | -8.1% |
| 30D | -9.0% | +8.8% | -17.9% | -6.4% |
| 3M | +24.7% | +7.8% | +16.9% | +28.2% |
| 6M | +49.3% | +21.3% | +28.0% | +59.2% |
| YTD | +100.2% | +17.8% | +82.4% | +110.4% |
| All | +87.9% | +20.9% | +66.9% | +96.7% |
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 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