-36.5%
DOW vs PL
+84.9%
-121.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.8% | -2.9% |
| 7D | -2.4% | -9.3% | +6.9% | -1.8% |
| 30D | +0.4% | -18.9% | +19.3% | +1.7% |
| 3M | -14.4% | -58.4% | +44.0% | -9.8% |
| 6M | -7.0% | -30.3% | +23.3% | -6.8% |
| YTD | +30.2% | -8.1% | +38.3% | +26.8% |
| 1Y | +29.2% | +180.5% | -151.3% | +11.9% |
| 3Y | -36.7% | +444.1% | -480.9% | -51.7% |
| 5Y | -37.7% | +83.0% | -120.7% | -51.5% |
| All | -36.5% | +84.9% | -121.4% | -50.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling