-30.3%
PL vs BEN
+33.2%
-63.5%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.5% | -4.8% | -3.6% |
| 7D | -9.3% | +0.2% | -9.5% | -9.4% |
| 30D | -18.9% | -0.5% | -18.4% | -18.7% |
| 3M | -58.4% | +9.7% | -68.1% | -60.6% |
| 6M | -30.3% | +33.9% | -64.2% | -33.4% |
| All | -30.3% | +33.2% | -63.5% | -33.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling