+21.0%
PL vs EXEL
+60.1%
-39.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.1% |
| 7D | +10.0% | -0.8% | +10.9% | +10.6% |
| 30D | -2.3% | +13.1% | -15.4% | -6.4% |
| 3M | -44.2% | +36.3% | -80.5% | -50.6% |
| 6M | -66.1% | +34.5% | -100.6% | -70.1% |
| YTD | -30.0% | +57.4% | -87.4% | -44.1% |
| 1Y | +21.0% | +62.9% | -41.9% | -4.5% |
| All | +21.0% | +60.1% | -39.1% | -4.5% |
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