+10.7%
POET vs M
+25.0%
-14.3%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.9% | +11.2% | +10.4% |
| 7D | +14.5% | -3.3% | +17.9% | +15.5% |
| 30D | -12.8% | +8.1% | -20.9% | -14.4% |
| 3M | -34.9% | +2.2% | -37.1% | -35.6% |
| 6M | -59.8% | +35.1% | -94.9% | -61.3% |
| YTD | -11.7% | +15.8% | -27.5% | -12.7% |
| All | +10.7% | +25.0% | -14.3% | +8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling