+71.8%
FITB vs PL
+84.9%
-13.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.1% |
| 7D | +0.6% | -9.3% | +9.9% | +1.6% |
| 30D | -4.7% | -18.9% | +14.2% | -2.8% |
| 3M | +6.7% | -58.4% | +65.1% | +15.4% |
| 6M | +12.6% | -30.3% | +42.9% | +13.3% |
| YTD | +19.1% | -8.1% | +27.2% | +15.1% |
| 1Y | +22.6% | +180.5% | -157.9% | +0.6% |
| 3Y | +127.1% | +444.1% | -317.0% | +54.7% |
| 5Y | +71.8% | +83.0% | -11.2% | +19.6% |
| All | +71.8% | +84.9% | -13.1% | +20.2% |
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