-29.5%
DOW vs PL
+20.8%
-50.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.4% | -12.2% | -2.5% |
| 7D | -9.5% | -6.8% | -2.7% | -9.2% |
| 30D | +13.1% | -29.3% | +42.4% | +15.4% |
| 3M | +4.8% | -44.8% | +49.6% | +8.5% |
| 6M | -16.7% | -68.4% | +51.7% | -11.3% |
| YTD | +38.9% | -36.4% | +75.2% | +38.0% |
| 1Y | +48.3% | +0.7% | +47.6% | +40.6% |
| 3Y | -24.4% | +455.3% | -479.7% | -42.8% |
| All | -29.5% | +20.8% | -50.3% | -43.3% |
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 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