+40.4%
PL vs IT
-4.3%
+44.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -1.9% | -2.8% |
| 7D | +22.3% | -3.7% | +25.9% | +23.3% |
| 30D | -8.3% | -3.1% | -5.2% | -8.8% |
| 3M | -43.3% | +6.3% | -49.6% | -45.9% |
| 6M | -65.8% | +24.8% | -90.6% | -70.4% |
| YTD | -29.5% | -24.4% | -5.2% | -24.8% |
| 1Y | +11.7% | -17.1% | +28.8% | +13.0% |
| 3Y | +540.6% | -53.6% | +594.2% | +806.0% |
| 5Y | +32.9% | -42.5% | +75.4% | +50.4% |
| All | +40.4% | -4.3% | +44.7% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling