+156.2%
ALL vs PL
+11.6%
+144.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -10.1% | +9.2% | -0.8% |
| 7D | +4.2% | -20.5% | +24.8% | +4.4% |
| 30D | +18.9% | -38.8% | +57.7% | +19.4% |
| 3M | +1.2% | -49.1% | +50.4% | +1.7% |
| 6M | +23.2% | -69.4% | +92.6% | +24.3% |
| YTD | +30.0% | -42.3% | +72.3% | +28.7% |
| 1Y | +39.6% | -14.2% | +53.8% | +36.3% |
| 3Y | +115.2% | +398.7% | -283.4% | +93.5% |
| 5Y | +156.2% | +11.1% | +145.1% | +134.2% |
| All | +156.2% | +11.6% | +144.7% | +134.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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