+44.1%
IR vs PL
+20.8%
+23.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +10.4% | -9.0% | +0.3% |
| 7D | +3.7% | -6.8% | +10.5% | +4.3% |
| 30D | +7.4% | -29.3% | +36.7% | +11.0% |
| 3M | -5.9% | -44.8% | +38.8% | -0.6% |
| 6M | +5.6% | -68.4% | +74.0% | +16.6% |
| YTD | +4.8% | -36.4% | +41.2% | +4.7% |
| 1Y | +6.9% | +0.7% | +6.2% | +0.2% |
| 3Y | +27.6% | +455.3% | -427.8% | -13.3% |
| All | +44.1% | +20.8% | +23.4% | +9.9% |
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 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