+283.4%
PL vs BOXX
+18.5%
+265.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.2% |
| 7D | -9.2% | +0.1% | -9.3% | -9.0% |
| 30D | -32.9% | +0.3% | -33.2% | -32.0% |
| 3M | -51.9% | +1.0% | -52.9% | -50.2% |
| 6M | -35.3% | +1.9% | -37.3% | -33.6% |
| YTD | -16.6% | +2.7% | -19.3% | -15.2% |
| 1Y | +70.1% | +4.0% | +66.1% | +73.6% |
| 3Y | +479.2% | +14.7% | +464.6% | +299.2% |
| All | +283.4% | +18.5% | +265.0% | +138.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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