+44.7%
FITB vs PL
+20.8%
+23.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.4% | -11.1% | -1.8% |
| 7D | -1.5% | -6.8% | +5.3% | -1.0% |
| 30D | +5.8% | -29.3% | +35.1% | +9.3% |
| 3M | -6.1% | -44.8% | +38.7% | -0.8% |
| 6M | +5.9% | -68.4% | +74.3% | +17.0% |
| YTD | +16.1% | -36.4% | +52.5% | +16.0% |
| 1Y | +28.8% | +0.7% | +28.1% | +20.5% |
| 3Y | +126.0% | +455.3% | -329.3% | +52.1% |
| All | +44.7% | +20.8% | +23.9% | +5.5% |
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