-20.5%
POET vs BG
+71.5%
-92.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.7% | +6.4% | +4.9% |
| 7D | +0.4% | +3.1% | -2.7% | -0.1% |
| 30D | -10.4% | +10.2% | -20.6% | -11.9% |
| 3M | -29.3% | -1.7% | -27.7% | -29.4% |
| 6M | +6.9% | +1.0% | +5.9% | +6.6% |
| YTD | +25.6% | +39.9% | -14.3% | +19.3% |
| 1Y | +49.2% | +53.2% | -4.1% | +39.1% |
| 3Y | +128.4% | +16.3% | +112.2% | +120.2% |
| 5Y | -4.2% | +83.9% | -88.1% | -15.2% |
| 10Y | +30.3% | +165.1% | -134.8% | +4.6% |
| All | -20.5% | +71.5% | -92.0% | -22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling