+207.0%
COST vs PL
+46.6%
+160.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +14.5% | -13.3% | +0.9% |
| 7D | +2.5% | +10.9% | -8.4% | +2.1% |
| 30D | +12.8% | -16.4% | +29.1% | +13.2% |
| 3M | +12.7% | -39.9% | +52.6% | +14.1% |
| 6M | +6.0% | -63.2% | +69.2% | +8.5% |
| YTD | +24.4% | -27.1% | +51.5% | +23.3% |
| 1Y | +16.2% | +12.2% | +4.0% | +12.9% |
| 3Y | +96.9% | +584.3% | -487.4% | +68.2% |
| 5Y | +121.1% | +37.0% | +84.1% | +98.7% |
| All | +207.0% | +46.6% | +160.3% | +175.9% |
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