-16.9%
POET vs EXEL
+962.1%
-979.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.3% | +7.2% | +5.1% |
| 7D | +17.0% | +1.4% | +15.7% | +16.9% |
| 30D | -6.7% | +6.7% | -13.4% | -7.4% |
| 3M | -32.3% | +11.5% | -43.8% | -33.1% |
| 6M | +32.3% | +38.8% | -6.5% | +28.4% |
| YTD | +31.3% | +31.6% | -0.3% | +28.0% |
| 1Y | +55.3% | +53.0% | +2.3% | +49.1% |
| 3Y | +136.8% | +160.8% | -24.1% | +117.0% |
| 5Y | -2.2% | +190.1% | -192.3% | -11.6% |
| 10Y | +34.0% | +367.0% | -332.9% | +14.8% |
| All | -16.9% | +962.1% | -979.0% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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