+26.8%
PL vs IT
-4.7%
+31.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -4.0% | +14.4% | +11.5% |
| 7D | -6.8% | -16.9% | +10.1% | -2.6% |
| 30D | -29.3% | +2.3% | -31.6% | -30.9% |
| 3M | -44.8% | +2.9% | -47.6% | -46.9% |
| 6M | -68.4% | +25.9% | -94.2% | -72.9% |
| YTD | -36.4% | -24.6% | -11.7% | -32.0% |
| 1Y | +0.7% | -16.0% | +16.8% | +0.9% |
| 3Y | +455.3% | -51.6% | +506.9% | +663.6% |
| 5Y | +22.7% | -42.6% | +65.3% | +39.1% |
| All | +26.8% | -4.7% | +31.5% | +43.2% |
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