+1,085.7%
DELL vs PL
+82.7%
+1,003.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.7% |
| 7D | +14.9% | -9.3% | +24.2% | +16.4% |
| 30D | +13.3% | -18.9% | +32.2% | +16.5% |
| 3M | +24.4% | -58.4% | +82.8% | +38.4% |
| 6M | +258.0% | -30.3% | +288.3% | +270.4% |
| YTD | +320.2% | -8.1% | +328.3% | +316.9% |
| 1Y | +319.1% | +180.5% | +138.6% | +251.1% |
| 3Y | +706.5% | +444.1% | +262.4% | +483.7% |
| All | +1,085.7% | +82.7% | +1,003.0% | +765.5% |
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