+403.1%
PL vs IT
-48.9%
+452.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -4.4% | -5.7% | -9.6% |
| 7D | -20.5% | -12.0% | -8.6% | -19.5% |
| 30D | -38.8% | +7.1% | -45.9% | -39.9% |
| 3M | -49.1% | +6.3% | -55.4% | -50.4% |
| 6M | -69.4% | +32.5% | -101.9% | -72.2% |
| YTD | -42.3% | -21.5% | -20.9% | -36.7% |
| 1Y | -14.2% | -16.5% | +2.3% | -9.0% |
| All | +403.1% | -48.9% | +452.0% | +634.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling