+112.4%
B vs PL
+16.0%
+96.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -10.1% | +10.6% | +1.4% |
| 7D | +4.3% | -20.5% | +24.9% | +6.3% |
| 30D | -0.9% | -38.8% | +37.8% | +3.3% |
| 3M | -1.4% | -49.1% | +47.8% | +4.3% |
| 6M | +5.0% | -69.4% | +74.4% | +15.2% |
| YTD | -5.8% | -42.3% | +36.5% | -2.6% |
| 1Y | +25.6% | -14.2% | +39.8% | +25.6% |
| 3Y | +161.6% | +398.7% | -237.1% | +118.4% |
| 5Y | +135.2% | +11.1% | +124.1% | +118.2% |
| All | +112.4% | +16.0% | +96.4% | +101.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling