+301.4%
PL vs BOXX
+18.4%
+283.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -13.9% | +0.1% | -13.9% | -13.6% |
| 30D | -25.5% | +0.3% | -25.8% | -24.6% |
| 3M | -44.8% | +1.0% | -45.7% | -43.0% |
| 6M | -33.3% | +1.9% | -35.2% | -31.7% |
| YTD | -12.7% | +2.6% | -15.3% | -11.4% |
| 1Y | +90.9% | +4.0% | +86.9% | +94.5% |
| 3Y | +528.5% | +14.6% | +513.9% | +332.1% |
| All | +301.4% | +18.4% | +283.0% | +149.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling