+455.3%
PL vs EXEL
+231.1%
+224.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.3% | +9.1% | +10.0% |
| 7D | -6.8% | +0.3% | -7.1% | -6.7% |
| 30D | -29.3% | +19.0% | -48.3% | -32.8% |
| 3M | -44.8% | +33.3% | -78.0% | -49.3% |
| 6M | -68.4% | +42.9% | -111.2% | -71.7% |
| YTD | -36.4% | +58.7% | -95.1% | -45.0% |
| 1Y | +0.7% | +70.5% | -69.8% | -14.5% |
| 3Y | +455.3% | +233.8% | +221.5% | +273.9% |
| All | +455.3% | +231.1% | +224.2% | +273.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling