-29.8%
DOW vs PL
+46.3%
-76.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.5% | +2.9% | +3.3% |
| 7D | -0.5% | +13.4% | -13.8% | -1.4% |
| 30D | +15.7% | -10.2% | +25.9% | +16.2% |
| 3M | +5.3% | -39.5% | +44.8% | +8.3% |
| 6M | -14.2% | -65.7% | +51.5% | -9.1% |
| YTD | +43.9% | -27.3% | +71.2% | +41.7% |
| 1Y | +53.1% | +15.0% | +38.1% | +43.9% |
| 3Y | -21.8% | +560.8% | -582.7% | -41.7% |
| 5Y | -28.3% | +38.4% | -66.7% | -42.6% |
| All | -29.8% | +46.3% | -76.1% | -44.5% |
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 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