-31.0%
POET vs M
+0.2%
-31.2%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.9% | +11.2% | +10.4% |
| 7D | +14.5% | -3.3% | +17.9% | +15.2% |
| 30D | -12.8% | +8.1% | -20.9% | -14.3% |
| 3M | -34.9% | +2.2% | -37.1% | -35.5% |
| 6M | -59.8% | +35.1% | -94.9% | -62.1% |
| YTD | -11.7% | +15.8% | -27.5% | -14.7% |
| 1Y | +5.7% | +25.8% | -20.2% | +0.2% |
| 3Y | +323.5% | +156.2% | +167.2% | +256.8% |
| 5Y | -31.0% | -2.4% | -28.6% | -38.6% |
| All | -31.0% | +0.2% | -31.2% | -38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling