-0.4%
PL vs BEN
+56.2%
-56.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +4.7% | -11.0% | -9.1% |
| 7D | -11.7% | +6.7% | -18.5% | -15.3% |
| 30D | -27.1% | +3.0% | -30.1% | -28.6% |
| 3M | -44.6% | -4.3% | -40.2% | -43.3% |
| 6M | -67.2% | +16.4% | -83.5% | -69.0% |
| YTD | -35.9% | +46.8% | -82.6% | -43.6% |
| 1Y | -0.4% | +57.3% | -57.7% | -15.1% |
| All | -0.4% | +56.2% | -56.6% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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