+552.2%
DELL vs PL
+20.8%
+531.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +10.4% | -6.7% | +2.1% |
| 7D | -22.6% | -6.8% | -15.7% | -21.6% |
| 30D | -43.2% | -29.3% | -13.9% | -40.1% |
| 3M | -24.8% | -44.8% | +19.9% | -18.1% |
| 6M | +38.0% | -68.4% | +106.4% | +59.6% |
| YTD | +163.7% | -36.4% | +200.1% | +176.3% |
| 1Y | +122.5% | +0.7% | +121.8% | +118.0% |
| 3Y | +377.0% | +455.3% | -78.4% | +249.1% |
| All | +552.2% | +20.8% | +531.4% | +425.2% |
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