-5.9%
POET vs CAPR
+76.3%
-82.2%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.6% | +0.9% | -3.3% |
| 7D | +9.7% | -12.6% | +22.4% | +10.9% |
| 30D | -6.5% | +124.4% | -131.0% | -13.7% |
| 3M | -25.7% | -66.8% | +41.1% | -23.2% |
| 6M | +19.6% | -71.8% | +91.4% | +25.7% |
| YTD | +26.4% | -70.1% | +96.4% | +31.7% |
| 1Y | +50.1% | +33.3% | +16.8% | +17.8% |
| 3Y | +127.9% | +36.7% | +91.2% | +53.4% |
| 5Y | -5.9% | +72.5% | -78.3% | -38.5% |
| All | -5.9% | +76.3% | -82.2% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling