+1,172.5%
FIX vs PL
+28.1%
+1,144.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +10.4% | -4.9% | +3.6% |
| 7D | -17.5% | -6.8% | -10.6% | -16.2% |
| 30D | -41.6% | -29.3% | -12.3% | -38.0% |
| 3M | -40.6% | -44.8% | +4.2% | -34.5% |
| 6M | -49.4% | -68.4% | +19.0% | -40.0% |
| YTD | +9.2% | -36.4% | +45.5% | +13.5% |
| 1Y | +6.5% | +0.7% | +5.7% | +2.0% |
| 3Y | +448.7% | +455.3% | -6.6% | +271.5% |
| 5Y | +948.7% | +22.7% | +926.0% | +682.1% |
| All | +1,172.5% | +28.1% | +1,144.4% | +834.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling