+43.8%
IR vs PL
+11.6%
+32.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -10.1% | +7.4% | -1.7% |
| 7D | +2.3% | -20.5% | +22.8% | +4.6% |
| 30D | +3.3% | -38.8% | +42.1% | +8.4% |
| 3M | -9.0% | -49.1% | +40.1% | -3.0% |
| 6M | +8.0% | -69.4% | +77.4% | +19.7% |
| YTD | +3.4% | -42.3% | +45.7% | +4.3% |
| 1Y | +4.5% | -14.2% | +18.7% | -0.4% |
| 3Y | +25.6% | +398.7% | -373.1% | -13.6% |
| 5Y | +43.8% | +11.1% | +32.7% | +10.7% |
| All | +43.8% | +11.6% | +32.2% | +10.7% |
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