+1,112.1%
PSX vs ECL
+441.0%
+671.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +4.5% | -2.6% | +7.1% | +6.0% |
| 30D | +26.6% | -2.2% | +28.8% | +27.9% |
| 3M | +39.3% | +10.1% | +29.2% | +31.0% |
| 6M | +56.8% | -5.7% | +62.6% | +59.3% |
| YTD | +101.8% | +7.0% | +94.9% | +90.3% |
| 1Y | +99.6% | +2.7% | +96.9% | +91.4% |
| 3Y | +140.3% | +57.7% | +82.6% | +74.0% |
| 5Y | +339.3% | +31.1% | +308.2% | +244.3% |
| 10Y | +369.9% | +150.9% | +219.0% | +129.9% |
| All | +1,112.1% | +441.0% | +671.1% | +300.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling