+377.4%
P vs PL
+45.6%
+331.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -13.3% | +5.6% | -18.9% | -14.1% |
| 30D | -34.0% | -16.9% | -17.1% | -31.6% |
| 3M | +4.1% | -38.2% | +42.3% | +13.2% |
| 6M | +30.5% | -63.4% | +93.9% | +52.8% |
| YTD | +52.2% | -27.6% | +79.8% | +55.2% |
| 1Y | +10.3% | +6.6% | +3.7% | +4.3% |
| 3Y | +180.9% | +557.6% | -376.7% | +78.8% |
| 5Y | +259.7% | +39.5% | +220.2% | +146.9% |
| All | +377.4% | +45.6% | +331.8% | +229.0% |
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