+37.0%
PL vs MKTX
-54.7%
+91.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | 0.0% | +14.5% | +14.5% |
| 7D | +10.9% | +0.1% | +10.8% | +10.8% |
| 30D | -16.4% | +0.7% | -17.0% | -16.5% |
| 3M | -39.9% | +2.4% | -42.4% | -40.4% |
| 6M | -63.2% | +13.5% | -76.7% | -65.1% |
| YTD | -27.1% | -7.2% | -19.9% | -25.3% |
| 1Y | +12.2% | +1.0% | +11.2% | +10.9% |
| 3Y | +584.3% | -23.7% | +608.0% | +624.6% |
| 5Y | +37.0% | -54.4% | +91.4% | +102.7% |
| All | +37.0% | -54.7% | +91.7% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 5y: compounded portfolio wealth divided by compounded MKTX 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…
5y analysis · Full analysis span regression · 6 months rolling