+126.5%
POET vs CAPR
-63.2%
+189.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -8.7% | +1.9% | -6.3% |
| 7D | +22.3% | +19.1% | +3.2% | +21.0% |
| 30D | -17.6% | +48.8% | -66.4% | -19.6% |
| 3M | -41.3% | +144.4% | -185.7% | -45.0% |
| 6M | -62.1% | -67.5% | +5.5% | -61.2% |
| YTD | -17.7% | -64.5% | +46.8% | -16.5% |
| 1Y | +3.2% | +74.4% | -71.3% | -13.0% |
| 3Y | +294.7% | +265.7% | +29.0% | +215.0% |
| 5Y | -37.2% | +196.0% | -233.2% | -50.4% |
| All | +126.5% | -63.2% | +189.7% | +75.6% |
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