+31.0%
PL vs VSXY
+106.2%
-75.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.0% |
| 7D | +10.0% | -1.7% | +11.8% | +10.6% |
| 30D | -2.3% | +20.1% | -22.4% | -6.6% |
| 3M | -44.2% | +16.6% | -60.8% | -46.6% |
| 6M | -66.1% | +134.9% | -201.0% | -73.8% |
| YTD | -30.0% | +96.0% | -126.0% | -44.5% |
| 1Y | +21.0% | +203.8% | -182.7% | -16.3% |
| 3Y | +516.5% | +465.3% | +51.2% | +229.9% |
| All | +31.0% | +106.2% | -75.1% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling