+83.0%
PL vs GEN
+53.6%
+29.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.3% |
| 7D | -9.3% | -1.2% | -8.1% | -8.9% |
| 30D | -18.9% | +10.1% | -29.1% | -22.6% |
| 3M | -58.4% | +16.1% | -74.5% | -61.5% |
| 6M | -30.3% | +38.9% | -69.2% | -41.5% |
| YTD | -8.1% | +14.4% | -22.5% | -15.7% |
| 1Y | +180.5% | +5.9% | +174.6% | +167.7% |
| 3Y | +444.1% | +58.8% | +385.4% | +344.9% |
| 5Y | +83.0% | +24.7% | +58.4% | +53.0% |
| All | +83.0% | +53.6% | +29.4% | +53.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling