+130.7%
C vs PL
+82.7%
+48.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +0.9% | -0.2% |
| 7D | +3.6% | -9.3% | +12.9% | +4.6% |
| 30D | +0.1% | -18.9% | +19.0% | +2.1% |
| 3M | +2.4% | -58.4% | +60.8% | +10.7% |
| 6M | +24.9% | -30.3% | +55.2% | +25.7% |
| YTD | +19.8% | -8.1% | +27.9% | +16.2% |
| 1Y | +44.9% | +180.5% | -135.6% | +20.9% |
| 3Y | +263.0% | +444.1% | -181.2% | +160.2% |
| All | +130.7% | +82.7% | +48.0% | +65.4% |
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