+25.0%
IR vs PL
+557.6%
-532.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | +1.5% | +5.6% | -4.1% | +0.9% |
| 30D | +9.0% | -16.9% | +26.0% | +10.4% |
| 3M | -0.9% | -38.2% | +37.4% | +2.7% |
| 6M | +13.4% | -63.4% | +76.9% | +21.6% |
| YTD | +8.5% | -27.6% | +36.1% | +6.7% |
| 1Y | +11.3% | +6.6% | +4.7% | +4.3% |
| All | +25.0% | +557.6% | -532.6% | -12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling