+122.3%
NDAQ vs PL
+45.6%
+76.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.5% |
| 7D | +2.9% | +5.6% | -2.8% | +2.3% |
| 30D | +17.5% | -16.9% | +34.4% | +18.8% |
| 3M | +15.4% | -38.2% | +53.7% | +19.2% |
| 6M | +24.6% | -63.4% | +88.1% | +32.8% |
| YTD | +14.4% | -27.6% | +42.1% | +12.7% |
| 1Y | +26.9% | +6.6% | +20.4% | +19.7% |
| 3Y | +119.8% | +557.6% | -437.8% | +58.9% |
| 5Y | +70.5% | +39.5% | +31.0% | +36.6% |
| All | +122.3% | +45.6% | +76.6% | +76.2% |
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