+123.0%
POET vs M
-7.1%
+130.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.1% | -1.8% |
| 7D | +1.2% | +7.0% | -5.8% | 0.0% |
| 30D | -12.2% | +8.9% | -21.1% | -13.6% |
| 3M | -42.4% | +4.5% | -46.9% | -43.0% |
| 6M | -64.3% | +36.2% | -100.5% | -66.2% |
| YTD | -19.0% | +15.1% | -34.1% | -21.4% |
| 1Y | +9.1% | +27.4% | -18.3% | +3.9% |
| 3Y | +297.7% | +160.1% | +137.5% | +232.1% |
| 5Y | -38.2% | -1.6% | -36.6% | -43.5% |
| All | +123.0% | -7.1% | +130.1% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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