-0.4%
PL vs EXEL
+92.4%
-92.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.6% | -7.0% | -6.6% |
| 7D | -11.7% | +9.8% | -21.5% | -14.8% |
| 30D | -27.1% | +23.6% | -50.8% | -33.0% |
| 3M | -44.6% | +29.9% | -74.5% | -50.2% |
| 6M | -67.2% | +64.7% | -131.9% | -74.0% |
| YTD | -35.9% | +66.0% | -101.8% | -49.8% |
| 1Y | -0.4% | +92.0% | -92.3% | -26.9% |
| All | -0.4% | +92.4% | -92.8% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling