+131.1%
BP vs PL
+84.9%
+46.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.6% |
| 7D | +3.9% | -9.3% | +13.2% | +4.3% |
| 30D | +7.6% | -18.9% | +26.5% | +8.5% |
| 3M | +0.7% | -58.4% | +59.1% | +4.1% |
| 6M | +15.5% | -30.3% | +45.8% | +15.7% |
| YTD | +30.8% | -8.1% | +38.9% | +29.1% |
| 1Y | +34.3% | +180.5% | -146.2% | +24.0% |
| 3Y | +35.1% | +444.1% | -409.1% | +15.7% |
| 5Y | +126.8% | +83.0% | +43.8% | +103.6% |
| All | +131.1% | +84.9% | +46.3% | +108.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling