-28.7%
DOW vs PL
+40.9%
-69.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.3% |
| 7D | +5.2% | +10.0% | -4.8% | +4.5% |
| 30D | +13.2% | -2.3% | +15.5% | +13.1% |
| 3M | +10.1% | -44.2% | +54.3% | +13.8% |
| 6M | -13.1% | -66.1% | +53.0% | -7.9% |
| YTD | +46.1% | -30.0% | +76.1% | +44.2% |
| 1Y | +50.0% | +21.0% | +29.0% | +40.3% |
| 3Y | -20.2% | +516.5% | -536.8% | -40.2% |
| 5Y | -27.7% | +32.0% | -59.7% | -41.8% |
| All | -28.7% | +40.9% | -69.6% | -43.6% |
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 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