-6.4%
EW vs PL
+84.9%
-91.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.2% |
| 7D | -0.3% | -9.3% | +9.0% | +0.2% |
| 30D | +1.0% | -18.9% | +20.0% | +2.3% |
| 3M | +2.8% | -58.4% | +61.2% | +7.8% |
| 6M | +5.5% | -30.3% | +35.8% | +5.9% |
| YTD | +5.5% | -8.1% | +13.6% | +3.3% |
| 1Y | +11.0% | +180.5% | -169.5% | -1.8% |
| 3Y | +17.7% | +444.1% | -426.4% | -7.4% |
| 5Y | -25.7% | +83.0% | -108.8% | -38.4% |
| All | -6.4% | +84.9% | -91.3% | -22.7% |
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