-11.5%
A vs POET
-6.5%
-5.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.6% | -1.9% | +2.5% |
| 7D | -2.6% | +0.4% | -3.0% | -2.6% |
| 30D | -0.9% | -10.4% | +9.5% | -0.5% |
| 3M | +13.6% | -29.3% | +43.0% | +14.6% |
| 6M | +27.8% | +6.9% | +21.0% | +23.7% |
| YTD | +8.6% | +25.6% | -17.0% | +4.0% |
| 1Y | +16.9% | +49.2% | -32.3% | +10.1% |
| 3Y | +32.9% | +128.4% | -95.5% | +20.9% |
| All | -11.5% | -6.5% | -5.1% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 POET 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