+44.8%
PL vs A
+34.0%
+10.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.8% |
| 7D | +13.4% | -0.1% | +13.5% | +13.9% |
| 30D | -10.2% | +3.3% | -13.4% | -11.3% |
| 3M | -39.5% | +18.5% | -58.0% | -44.6% |
| 6M | -65.7% | +59.3% | -125.0% | -74.0% |
| YTD | -27.3% | +31.0% | -58.3% | -38.7% |
| 1Y | +15.0% | +19.3% | -4.3% | +3.1% |
| 3Y | +560.8% | +66.8% | +494.0% | +358.2% |
| 5Y | +38.4% | +15.5% | +22.9% | +20.1% |
| All | +44.8% | +34.0% | +10.9% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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