+143.8%
FITB vs PL
+544.4%
-400.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +14.5% | -12.0% | +1.3% |
| 7D | -1.1% | +10.9% | -12.0% | -2.1% |
| 30D | +7.3% | -16.4% | +23.7% | +8.7% |
| 3M | -4.0% | -39.9% | +36.0% | -0.2% |
| 6M | +11.9% | -63.2% | +75.1% | +20.1% |
| YTD | +19.0% | -27.1% | +46.1% | +17.0% |
| 1Y | +31.0% | +12.2% | +18.9% | +21.8% |
| 3Y | +143.8% | +584.3% | -440.5% | +54.8% |
| All | +143.8% | +544.4% | -400.6% | +54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling