+28.2%
POET vs BR
+189.7%
-161.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.7% |
| 7D | +0.4% | -3.0% | +3.4% | +1.0% |
| 30D | -10.4% | -0.3% | -10.1% | -10.6% |
| 3M | -29.3% | +17.3% | -46.6% | -32.3% |
| 6M | +6.9% | -6.7% | +13.6% | +8.3% |
| YTD | +25.6% | -23.4% | +49.0% | +34.2% |
| 1Y | +49.2% | -32.7% | +81.8% | +66.4% |
| 3Y | +128.4% | -5.9% | +134.4% | +127.4% |
| 5Y | -4.2% | +8.4% | -12.7% | -10.5% |
| All | +28.2% | +189.7% | -161.5% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling