+223.4%
EQT vs PL
+84.9%
+138.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.7% |
| 7D | +1.1% | -9.3% | +10.4% | +1.8% |
| 30D | +7.7% | -18.9% | +26.6% | +9.2% |
| 3M | +0.2% | -58.4% | +58.6% | +5.9% |
| 6M | -9.5% | -30.3% | +20.8% | -8.9% |
| YTD | +3.8% | -8.1% | +11.9% | +1.6% |
| 1Y | +7.8% | +180.5% | -172.7% | -5.9% |
| 3Y | +30.1% | +444.1% | -414.0% | -0.5% |
| 5Y | +188.6% | +83.0% | +105.6% | +137.1% |
| All | +223.4% | +84.9% | +138.5% | +164.1% |
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