+44.7%
BP vs PL
+403.1%
-358.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -10.1% | +8.1% | -1.7% |
| 7D | -11.2% | -20.5% | +9.3% | -10.6% |
| 30D | -0.7% | -38.8% | +38.1% | +0.7% |
| 3M | +9.8% | -49.1% | +58.9% | +11.9% |
| 6M | -1.6% | -69.4% | +67.8% | +1.6% |
| YTD | +33.5% | -42.3% | +75.8% | +33.5% |
| 1Y | +31.7% | -14.2% | +45.9% | +29.2% |
| All | +44.7% | +403.1% | -358.4% | +22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling