+1,083.7%
FIX vs PL
+24.5%
+1,059.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -6.4% | -8.7% | -14.0% |
| 7D | -18.9% | -11.7% | -7.2% | -17.0% |
| 30D | -36.3% | -27.1% | -9.2% | -32.7% |
| 3M | -38.5% | -44.6% | +6.1% | -32.4% |
| 6M | -42.3% | -67.2% | +24.9% | -32.0% |
| YTD | +17.1% | -35.9% | +53.0% | +21.4% |
| 1Y | +14.4% | -0.4% | +14.8% | +9.7% |
| 3Y | +486.7% | +454.8% | +31.9% | +297.0% |
| 5Y | +1,083.7% | +24.8% | +1,059.0% | +791.6% |
| All | +1,083.7% | +24.5% | +1,059.2% | +791.6% |
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