-0.4%
PL vs VSXY
+210.1%
-210.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +8.4% | -14.7% | -7.1% |
| 7D | -11.7% | +14.2% | -25.9% | -12.9% |
| 30D | -27.1% | +21.9% | -49.0% | -28.6% |
| 3M | -44.6% | +22.1% | -66.7% | -45.9% |
| 6M | -67.2% | +116.7% | -183.9% | -69.6% |
| YTD | -35.9% | +101.1% | -137.0% | -40.5% |
| 1Y | -0.4% | +208.0% | -208.4% | -11.6% |
| All | -0.4% | +210.1% | -210.5% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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