+128.4%
POET vs BG
+18.0%
+110.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.7% | +6.4% | +4.8% |
| 7D | +0.4% | +3.1% | -2.7% | -0.1% |
| 30D | -10.4% | +10.2% | -20.6% | -11.7% |
| 3M | -29.3% | -1.7% | -27.7% | -29.1% |
| 6M | +6.9% | +1.0% | +5.9% | +7.2% |
| YTD | +25.6% | +39.9% | -14.3% | +25.2% |
| 1Y | +49.2% | +53.2% | -4.1% | +48.6% |
| 3Y | +128.4% | +16.3% | +112.2% | +122.4% |
| All | +128.4% | +18.0% | +110.5% | +122.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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