+95.0%
NDAQ vs PL
+84.9%
+10.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.8% |
| 7D | -2.4% | -9.3% | +6.9% | -1.8% |
| 30D | +2.5% | -18.9% | +21.4% | +4.0% |
| 3M | +9.9% | -58.4% | +68.3% | +16.9% |
| 6M | +9.4% | -30.3% | +39.7% | +9.6% |
| YTD | +0.4% | -8.1% | +8.5% | -2.5% |
| 1Y | +4.0% | +180.5% | -176.5% | -11.0% |
| 3Y | +94.4% | +444.1% | -349.8% | +45.1% |
| 5Y | +56.7% | +83.0% | -26.3% | +22.2% |
| All | +95.0% | +84.9% | +10.2% | +52.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling