+168.0%
PM vs PL
+28.1%
+140.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.4% | -12.2% | -1.9% |
| 7D | -5.2% | -6.8% | +1.6% | -5.2% |
| 30D | +2.7% | -29.3% | +32.0% | +3.0% |
| 3M | +5.2% | -44.8% | +50.0% | +5.8% |
| 6M | +17.0% | -68.4% | +85.4% | +18.4% |
| YTD | +25.5% | -36.4% | +61.9% | +25.1% |
| 1Y | +35.5% | +0.7% | +34.8% | +33.7% |
| 3Y | +143.9% | +455.3% | -311.4% | +127.3% |
| 5Y | +161.8% | +22.7% | +139.2% | +148.1% |
| All | +168.0% | +28.1% | +140.0% | +155.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling