+29.7%
PM vs PL
+8.6%
+21.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.1% |
| 7D | -7.1% | +13.4% | -20.4% | -6.7% |
| 30D | -2.8% | -10.2% | +7.4% | -2.9% |
| 3M | +6.3% | -39.5% | +45.8% | +5.7% |
| 6M | +9.6% | -65.7% | +75.4% | +9.1% |
| YTD | +25.6% | -27.3% | +52.9% | +24.4% |
| 1Y | +29.7% | +15.0% | +14.7% | +27.9% |
| All | +29.7% | +8.6% | +21.0% | +27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling