+2,105.4%
FIX vs PL
+82.7%
+2,022.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.1% |
| 7D | +6.0% | -9.3% | +15.3% | +7.6% |
| 30D | -7.2% | -18.9% | +11.7% | -4.2% |
| 3M | -15.9% | -58.4% | +42.5% | -4.6% |
| 6M | +12.7% | -30.3% | +43.0% | +15.9% |
| YTD | +72.8% | -8.1% | +80.9% | +68.9% |
| 1Y | +122.9% | +180.5% | -57.6% | +78.2% |
| 3Y | +774.3% | +444.1% | +330.2% | +481.3% |
| All | +2,105.4% | +82.7% | +2,022.8% | +1,316.6% |
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