+10.9%
PH vs PL
-3.5%
+14.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +10.4% | -7.5% | +2.5% |
| 7D | +2.0% | -6.8% | +8.8% | +2.1% |
| 30D | -3.7% | -29.3% | +25.6% | -3.0% |
| 3M | -14.0% | -44.8% | +30.7% | -13.2% |
| 6M | +2.1% | -68.4% | +70.5% | +3.4% |
| YTD | +5.1% | -36.4% | +41.4% | +3.9% |
| 1Y | +10.9% | +0.7% | +10.2% | +7.9% |
| All | +10.9% | -3.5% | +14.5% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling