+121.6%
NDAQ vs PL
+46.3%
+75.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | 0.0% | +13.4% | -13.4% | -1.1% |
| 30D | +16.3% | -10.2% | +26.5% | +17.0% |
| 3M | +15.8% | -39.5% | +55.3% | +19.8% |
| 6M | +24.8% | -65.7% | +90.6% | +33.9% |
| YTD | +14.1% | -27.3% | +41.4% | +12.3% |
| 1Y | +26.5% | +15.0% | +11.5% | +18.5% |
| 3Y | +119.1% | +560.8% | -441.7% | +58.4% |
| 5Y | +70.9% | +38.4% | +32.5% | +37.5% |
| All | +121.6% | +46.3% | +75.2% | +75.6% |
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 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