+31.0%
PL vs BEN
+28.2%
+2.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.1% | -1.0% |
| 7D | +10.0% | +6.8% | +3.3% | +4.5% |
| 30D | -2.3% | +18.0% | -20.2% | -14.4% |
| 3M | -44.2% | +7.5% | -51.7% | -47.3% |
| 6M | -66.1% | +14.7% | -80.8% | -69.5% |
| YTD | -30.0% | +56.1% | -86.1% | -52.0% |
| 1Y | +21.0% | +69.6% | -48.6% | -22.7% |
| 3Y | +516.5% | +87.7% | +428.8% | +262.6% |
| All | +31.0% | +28.2% | +2.8% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling