+70.6%
IR vs PL
+46.6%
+23.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +14.5% | -9.8% | +3.2% |
| 7D | +5.0% | +10.9% | -5.9% | +3.7% |
| 30D | +10.3% | -16.4% | +26.7% | +12.0% |
| 3M | -0.1% | -39.9% | +39.9% | +4.7% |
| 6M | +14.8% | -63.2% | +77.9% | +24.9% |
| YTD | +9.7% | -27.1% | +36.9% | +8.0% |
| 1Y | +12.2% | +12.2% | 0.0% | +3.9% |
| 3Y | +30.0% | +584.3% | -554.3% | -13.9% |
| 5Y | +46.8% | +37.0% | +9.8% | +7.2% |
| All | +70.6% | +46.6% | +23.9% | +21.9% |
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