+96.1%
PSX vs ECL
+17.4%
+78.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.8% | +1.3% |
| 7D | +6.4% | -0.5% | +6.9% | +6.2% |
| 30D | -10.2% | +6.6% | -16.8% | -8.1% |
| 3M | +17.2% | +9.6% | +7.5% | +21.2% |
| 6M | +51.8% | +21.6% | +30.2% | +62.1% |
| YTD | +108.0% | +16.9% | +91.1% | +119.2% |
| 1Y | +96.1% | +17.9% | +78.3% | +106.7% |
| All | +96.1% | +17.4% | +78.7% | +106.7% |
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