+144.9%
PM vs PL
+570.0%
-425.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.6% |
| 7D | -6.6% | +5.6% | -12.2% | -6.6% |
| 30D | -3.4% | -16.9% | +13.5% | -3.4% |
| 3M | +5.3% | -38.2% | +43.6% | +5.6% |
| 6M | +15.5% | -63.4% | +79.0% | +16.3% |
| YTD | +24.3% | -27.6% | +51.9% | +23.6% |
| 1Y | +29.7% | +6.6% | +23.1% | +28.1% |
| 3Y | +144.9% | +557.6% | -412.7% | +126.7% |
| All | +144.9% | +570.0% | -425.0% | +126.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling