+66.2%
NDAQ vs PL
+31.5%
+34.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.5% | -0.1% |
| 7D | +1.3% | +10.0% | -8.8% | +0.5% |
| 30D | +18.0% | -2.3% | +20.2% | +17.8% |
| 3M | +11.5% | -44.2% | +55.7% | +16.1% |
| 6M | +21.1% | -66.1% | +87.2% | +29.9% |
| YTD | +12.8% | -30.0% | +42.8% | +11.4% |
| 1Y | +25.7% | +21.0% | +4.7% | +17.1% |
| 3Y | +116.8% | +516.5% | -399.7% | +57.9% |
| All | +66.2% | +31.5% | +34.7% | +35.6% |
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 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