+62.6%
NDAQ vs PL
+20.8%
+41.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.4% | -10.1% | -0.5% |
| 7D | +0.8% | -6.8% | +7.7% | +1.3% |
| 30D | +16.5% | -29.3% | +45.8% | +19.4% |
| 3M | +13.5% | -44.8% | +58.3% | +18.2% |
| 6M | +20.9% | -68.4% | +89.3% | +30.3% |
| YTD | +11.4% | -36.4% | +47.8% | +10.9% |
| 1Y | +25.9% | +0.7% | +25.2% | +19.2% |
| 3Y | +119.9% | +455.3% | -335.5% | +61.4% |
| All | +62.6% | +20.8% | +41.8% | +33.3% |
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