-62.7%
ETSY vs PL
+84.9%
-147.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.3% | -5.5% | -6.5% |
| 7D | -8.5% | -9.3% | +0.8% | -6.9% |
| 30D | -10.9% | -18.9% | +8.0% | -7.5% |
| 3M | +14.1% | -58.4% | +72.5% | +31.8% |
| 6M | +37.5% | -30.3% | +67.8% | +38.1% |
| YTD | +38.0% | -8.1% | +46.1% | +28.6% |
| 1Y | +46.5% | +180.5% | -134.0% | +0.9% |
| 3Y | +2.5% | +444.1% | -441.6% | -49.6% |
| 5Y | -65.3% | +83.0% | -148.3% | -78.5% |
| All | -62.7% | +84.9% | -147.6% | -76.9% |
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