+82.3%
PL vs EXEL
+199.5%
-117.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -9.3% | +8.4% | -17.7% | -11.7% |
| 30D | -18.9% | +4.1% | -23.0% | -20.2% |
| 3M | -58.4% | +12.4% | -70.8% | -60.1% |
| 6M | -30.3% | +41.5% | -71.9% | -38.1% |
| YTD | -8.1% | +34.6% | -42.7% | -17.4% |
| 1Y | +180.5% | +57.9% | +122.6% | +139.0% |
| 3Y | +444.1% | +159.5% | +284.6% | +279.3% |
| All | +82.3% | +199.5% | -117.2% | +18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling