-32.1%
DOW vs PL
+45.6%
-77.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.7% |
| 7D | -6.8% | +5.6% | -12.5% | -7.3% |
| 30D | +10.8% | -16.9% | +27.7% | +11.8% |
| 3M | +4.1% | -38.2% | +42.4% | +7.0% |
| 6M | -12.7% | -63.4% | +50.7% | -8.0% |
| YTD | +39.2% | -27.6% | +66.9% | +37.1% |
| 1Y | +49.5% | +6.6% | +42.9% | +41.4% |
| 3Y | -24.4% | +557.6% | -582.0% | -43.5% |
| 5Y | -29.6% | +39.5% | -69.1% | -43.9% |
| All | -32.1% | +45.6% | -77.7% | -46.3% |
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