+365.9%
P vs PL
+84.9%
+281.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.6% | +1.6% |
| 7D | +6.5% | -9.3% | +15.9% | +8.1% |
| 30D | +18.8% | -18.9% | +37.8% | +23.0% |
| 3M | +26.7% | -58.4% | +85.1% | +45.2% |
| 6M | +62.2% | -30.3% | +92.5% | +67.0% |
| YTD | +48.5% | -8.1% | +56.6% | +45.0% |
| 1Y | +26.4% | +180.5% | -154.1% | -0.8% |
| 3Y | +159.4% | +444.1% | -284.7% | +68.7% |
| 5Y | +275.8% | +83.0% | +192.8% | +149.5% |
| All | +365.9% | +84.9% | +281.0% | +207.4% |
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