+28.2%
POET vs CAPR
-78.4%
+106.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.8% | +4.6% |
| 7D | +0.4% | -11.0% | +11.3% | +1.1% |
| 30D | -10.4% | +99.8% | -110.1% | -14.6% |
| 3M | -29.3% | -66.6% | +37.2% | -27.7% |
| 6M | +6.9% | -75.1% | +81.9% | +11.4% |
| YTD | +25.6% | -71.0% | +96.6% | +29.5% |
| 1Y | +49.2% | +30.0% | +19.2% | +28.2% |
| 3Y | +128.4% | +29.0% | +99.5% | +89.4% |
| 5Y | -4.2% | +70.8% | -75.0% | -22.2% |
| All | +28.2% | -78.4% | +106.7% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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