+176.6%
P vs PL
+455.3%
-278.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.4% | -6.8% | +1.5% |
| 7D | -23.8% | -6.8% | -17.0% | -22.6% |
| 30D | -36.6% | -29.3% | -7.3% | -32.2% |
| 3M | +10.9% | -44.8% | +55.6% | +23.5% |
| 6M | +30.0% | -68.4% | +98.4% | +56.5% |
| YTD | +44.4% | -36.4% | +80.7% | +51.3% |
| 1Y | +3.9% | +0.7% | +3.2% | -0.4% |
| 3Y | +176.6% | +455.3% | -278.7% | +79.1% |
| All | +176.6% | +455.3% | -278.7% | +79.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling