+455.3%
PL vs BG
+1.9%
+453.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.6% | +9.8% | +10.3% |
| 7D | -6.8% | +2.5% | -9.4% | -7.3% |
| 30D | -29.3% | -6.1% | -23.2% | -28.6% |
| 3M | -44.8% | -8.5% | -36.3% | -44.1% |
| 6M | -68.4% | -20.4% | -48.0% | -66.9% |
| YTD | -36.4% | +13.3% | -49.6% | -38.7% |
| 1Y | +0.7% | +7.3% | -6.5% | -2.0% |
| 3Y | +455.3% | +2.6% | +452.7% | +482.9% |
| All | +455.3% | +1.9% | +453.4% | +482.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 3y: compounded portfolio wealth divided by compounded BG 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…
3y analysis · Full analysis span regression · 6 months rolling