+136.8%
POET vs M
+120.4%
+16.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.6% | +7.5% | +5.6% |
| 7D | +17.0% | +2.4% | +14.7% | +16.3% |
| 30D | -6.7% | -11.6% | +4.9% | -3.8% |
| 3M | -32.3% | +1.6% | -34.0% | -32.8% |
| 6M | +32.3% | +25.2% | +7.1% | +25.0% |
| YTD | +31.3% | +3.8% | +27.5% | +29.5% |
| 1Y | +55.3% | +36.3% | +19.0% | +41.6% |
| 3Y | +136.8% | +116.3% | +20.4% | +109.5% |
| All | +136.8% | +120.4% | +16.3% | +109.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling