+277.8%
PSX vs ECL
+37.7%
+240.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.1% | -0.3% |
| 7D | -13.1% | -0.8% | -12.4% | -13.0% |
| 30D | -9.5% | +8.1% | -17.7% | -10.4% |
| 3M | +20.2% | +6.4% | +13.8% | +19.2% |
| 6M | +44.9% | +14.8% | +30.1% | +41.9% |
| YTD | +94.4% | +15.5% | +78.9% | +89.5% |
| 1Y | +83.1% | +20.1% | +63.0% | +76.9% |
| 3Y | +132.2% | +77.8% | +54.4% | +108.1% |
| All | +277.8% | +37.7% | +240.1% | +255.1% |
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 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