+117.4%
PM vs PL
+82.7%
+34.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.9% |
| 7D | -4.9% | -9.3% | +4.4% | -4.8% |
| 30D | -3.4% | -18.9% | +15.5% | -3.2% |
| 3M | +5.2% | -58.4% | +63.5% | +6.3% |
| 6M | +3.7% | -30.3% | +34.0% | +3.7% |
| YTD | +15.8% | -8.1% | +23.9% | +15.0% |
| 1Y | +17.4% | +180.5% | -163.1% | +13.5% |
| 3Y | +116.9% | +444.1% | -327.2% | +102.5% |
| All | +117.4% | +82.7% | +34.7% | +101.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling