+7.3%
PL vs IT
-17.3%
+24.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +0.5% | +14.0% | +14.6% |
| 7D | +10.9% | -18.8% | +29.7% | +7.6% |
| 30D | -16.4% | -0.1% | -16.3% | -16.4% |
| 3M | -39.9% | +2.9% | -42.9% | -39.5% |
| 6M | -63.2% | +20.4% | -83.6% | -61.5% |
| YTD | -27.1% | -24.3% | -2.8% | -29.2% |
| All | +7.3% | -17.3% | +24.6% | +3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling