-56.6%
ETSY vs PL
+40.9%
-97.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.5% | +0.9% |
| 7D | -1.0% | +10.0% | -11.1% | -3.0% |
| 30D | +7.3% | -2.3% | +9.6% | +7.0% |
| 3M | +10.3% | -44.2% | +54.5% | +21.1% |
| 6M | +55.1% | -66.1% | +121.2% | +82.8% |
| YTD | +60.5% | -30.0% | +90.5% | +55.2% |
| 1Y | +52.2% | +21.0% | +31.2% | +27.2% |
| 3Y | +40.8% | +516.5% | -475.7% | -37.1% |
| 5Y | -67.3% | +32.0% | -99.3% | -79.7% |
| All | -56.6% | +40.9% | -97.5% | -72.2% |
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