+31.0%
PL vs EAT
+363.9%
-332.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | +10.0% | -4.0% | +14.0% | +11.3% |
| 30D | -2.3% | -2.9% | +0.6% | -2.1% |
| 3M | -44.2% | -16.9% | -27.3% | -41.6% |
| 6M | -66.1% | +57.0% | -123.1% | -71.8% |
| YTD | -30.0% | +38.2% | -68.2% | -40.6% |
| 1Y | +21.0% | +69.3% | -48.2% | -4.9% |
| 3Y | +516.5% | +483.0% | +33.5% | +199.8% |
| All | +31.0% | +363.9% | -332.9% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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