+650.3%
DELL vs PL
+46.6%
+603.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +14.5% | -9.1% | +3.2% |
| 7D | -11.8% | +10.9% | -22.7% | -13.1% |
| 30D | -40.8% | -16.4% | -24.5% | -39.2% |
| 3M | -23.6% | -39.9% | +16.4% | -18.0% |
| 6M | +33.4% | -63.2% | +96.6% | +50.8% |
| YTD | +178.0% | -27.1% | +205.1% | +185.1% |
| 1Y | +138.6% | +12.2% | +126.4% | +129.5% |
| 3Y | +400.9% | +584.3% | -183.4% | +255.5% |
| 5Y | +580.7% | +37.0% | +543.7% | +432.5% |
| All | +650.3% | +46.6% | +603.7% | +469.9% |
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