+44.1%
PL vs AU
+405.7%
-361.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.6% | +4.9% | +0.8% |
| 7D | +5.6% | +15.3% | -9.7% | +1.7% |
| 30D | -16.9% | -0.3% | -16.6% | -16.9% |
| 3M | -38.2% | -2.9% | -35.3% | -38.1% |
| 6M | -63.4% | -10.7% | -52.8% | -62.7% |
| YTD | -27.6% | +14.0% | -41.6% | -31.0% |
| 1Y | +6.6% | +32.5% | -26.0% | -1.9% |
| 3Y | +557.6% | +557.9% | -0.3% | +325.0% |
| 5Y | +39.5% | +441.0% | -401.5% | -12.1% |
| All | +44.1% | +405.7% | -361.5% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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