-15.0%
EW vs PL
+11.6%
-26.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -10.1% | +11.6% | +2.0% |
| 7D | +6.8% | -20.5% | +27.3% | +8.1% |
| 30D | +16.6% | -38.8% | +55.4% | +19.8% |
| 3M | +13.3% | -49.1% | +62.4% | +17.6% |
| 6M | +21.6% | -69.4% | +91.0% | +29.0% |
| YTD | +18.3% | -42.3% | +60.6% | +18.8% |
| 1Y | +21.7% | -14.2% | +35.9% | +18.1% |
| 3Y | +50.3% | +398.7% | -348.4% | +15.8% |
| 5Y | -15.0% | +11.1% | -26.2% | -26.8% |
| All | -15.0% | +11.6% | -26.6% | -26.8% |
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