+126.5%
PH vs PL
+403.1%
-276.6%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -10.1% | +8.2% | -1.1% |
| 7D | -3.9% | -20.5% | +16.7% | -2.1% |
| 30D | -9.4% | -38.8% | +29.4% | -5.9% |
| 3M | -10.3% | -49.1% | +38.8% | -5.7% |
| 6M | +2.7% | -69.4% | +72.1% | +11.0% |
| YTD | +2.1% | -42.3% | +44.5% | +2.2% |
| 1Y | +16.2% | -14.2% | +30.4% | +10.6% |
| All | +126.5% | +403.1% | -276.6% | +58.5% |
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