-65.5%
ETSY vs PL
+20.8%
-86.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.4% | -12.1% | -3.6% |
| 7D | +1.1% | -6.8% | +7.9% | +2.0% |
| 30D | +25.8% | -29.3% | +55.1% | +33.1% |
| 3M | +9.3% | -44.8% | +54.1% | +20.4% |
| 6M | +38.4% | -68.4% | +106.8% | +65.0% |
| YTD | +62.2% | -36.4% | +98.6% | +59.8% |
| 1Y | +58.3% | +0.7% | +57.6% | +37.6% |
| 3Y | +42.6% | +455.3% | -412.7% | -35.1% |
| All | -65.5% | +20.8% | -86.3% | -77.6% |
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