+207.0%
COST vs PL
+45.6%
+161.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | +4.6% | +5.6% | -1.0% | +4.4% |
| 30D | +12.8% | -16.9% | +29.7% | +13.2% |
| 3M | +12.1% | -38.2% | +50.3% | +13.4% |
| 6M | +6.0% | -63.4% | +69.5% | +8.5% |
| YTD | +24.4% | -27.6% | +52.0% | +23.3% |
| 1Y | +17.1% | +6.6% | +10.6% | +14.0% |
| 3Y | +92.2% | +557.6% | -465.4% | +64.5% |
| 5Y | +122.5% | +39.5% | +83.0% | +99.9% |
| All | +207.0% | +45.6% | +161.3% | +176.0% |
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