+1,091.2%
PSX vs ECL
+494.4%
+596.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -7.8% | +0.4% | -8.3% | -8.1% |
| 30D | -9.9% | +8.6% | -18.5% | -13.9% |
| 3M | +16.9% | +7.9% | +9.0% | +11.8% |
| 6M | +48.0% | +21.0% | +26.9% | +31.7% |
| YTD | +98.3% | +17.5% | +80.8% | +77.3% |
| 1Y | +86.2% | +19.7% | +66.5% | +64.4% |
| 3Y | +144.0% | +77.4% | +66.6% | +65.6% |
| 5Y | +287.7% | +38.7% | +249.0% | +197.8% |
| 10Y | +338.3% | +193.5% | +144.8% | +94.2% |
| All | +1,091.2% | +494.4% | +596.9% | +272.7% |
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 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