+83.0%
PL vs IT
-6.6%
+89.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.4% | +0.2% |
| 7D | -9.3% | -6.0% | -3.3% | -7.7% |
| 30D | -18.9% | 0.0% | -18.9% | -19.5% |
| 3M | -58.4% | +13.1% | -71.4% | -61.1% |
| 6M | -30.3% | +11.7% | -42.0% | -35.9% |
| YTD | -8.1% | -26.1% | +18.0% | +1.1% |
| 1Y | +180.5% | -21.3% | +201.7% | +193.2% |
| 3Y | +444.1% | -46.7% | +490.9% | +610.6% |
| 5Y | +83.0% | -40.5% | +123.5% | +113.6% |
| All | +83.0% | -6.6% | +89.6% | +112.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling