+120.6%
COST vs PL
+20.8%
+99.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +10.4% | -11.5% | -1.4% |
| 7D | +4.1% | -6.8% | +10.9% | +4.2% |
| 30D | +12.0% | -29.3% | +41.3% | +12.9% |
| 3M | +11.2% | -44.8% | +55.9% | +12.8% |
| 6M | +6.1% | -68.4% | +74.5% | +9.0% |
| YTD | +22.9% | -36.4% | +59.3% | +22.2% |
| 1Y | +14.7% | +0.7% | +14.0% | +11.7% |
| 3Y | +92.3% | +455.3% | -363.0% | +65.5% |
| All | +120.6% | +20.8% | +99.8% | +101.4% |
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