+377.0%
DELL vs PL
+455.3%
-78.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +10.4% | -6.7% | +1.9% |
| 7D | -22.6% | -6.8% | -15.7% | -21.5% |
| 30D | -43.2% | -29.3% | -13.9% | -39.9% |
| 3M | -24.8% | -44.8% | +19.9% | -17.8% |
| 6M | +38.0% | -68.4% | +106.4% | +60.4% |
| YTD | +163.7% | -36.4% | +200.1% | +177.9% |
| 1Y | +122.5% | +0.7% | +121.8% | +119.0% |
| 3Y | +377.0% | +455.3% | -78.4% | +259.6% |
| All | +377.0% | +455.3% | -78.4% | +259.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling