-67.2%
PL vs GEN
+61.2%
-128.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +4.0% | -10.3% | -6.1% |
| 7D | -11.7% | +26.9% | -38.6% | -11.1% |
| 30D | -27.1% | +38.6% | -65.8% | -26.4% |
| 3M | -44.6% | +9.7% | -54.3% | -44.5% |
| 6M | -67.2% | +58.9% | -126.1% | -64.6% |
| All | -67.2% | +61.2% | -128.4% | -64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 6mo: compounded portfolio wealth divided by compounded GEN 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…
6mo analysis · Full analysis span regression · 6 months rolling