+61.3%
NDAQ vs PL
+11.6%
+49.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -10.1% | +7.5% | -1.9% |
| 7D | +1.2% | -20.5% | +21.7% | +2.8% |
| 30D | +15.8% | -38.8% | +54.6% | +19.9% |
| 3M | +13.4% | -49.1% | +62.5% | +18.9% |
| 6M | +20.9% | -69.4% | +90.2% | +30.4% |
| YTD | +11.1% | -42.3% | +53.4% | +11.4% |
| 1Y | +26.5% | -14.2% | +40.7% | +21.4% |
| 3Y | +121.5% | +398.7% | -277.2% | +64.1% |
| 5Y | +61.3% | +11.1% | +50.2% | +32.5% |
| All | +61.3% | +11.6% | +49.7% | +32.5% |
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 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