-20.5%
POET vs BTG
+373.5%
-394.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.2% | +4.6% |
| 7D | +0.4% | -3.8% | +4.1% | +0.8% |
| 30D | -10.4% | +3.6% | -14.0% | -10.8% |
| 3M | -29.3% | +32.0% | -61.4% | -31.9% |
| 6M | +6.9% | +3.4% | +3.5% | +7.0% |
| YTD | +25.6% | +20.8% | +4.8% | +23.2% |
| 1Y | +49.2% | +22.4% | +26.7% | +46.2% |
| 3Y | +128.4% | +91.7% | +36.7% | +112.5% |
| 5Y | -4.2% | +79.0% | -83.2% | -11.6% |
| 10Y | +30.3% | +152.6% | -122.2% | +12.3% |
| All | -20.5% | +373.5% | -394.0% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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