-5.9%
POET vs M
+22.2%
-28.1%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.2% | +0.5% | -3.0% |
| 7D | +9.7% | -4.1% | +13.8% | +10.5% |
| 30D | -6.5% | -13.6% | +7.1% | -4.2% |
| 3M | -25.7% | -2.3% | -23.4% | -25.5% |
| 6M | +19.6% | +21.9% | -2.3% | +15.7% |
| YTD | +26.4% | -0.6% | +27.0% | +26.1% |
| 1Y | +50.1% | +29.7% | +20.4% | +42.9% |
| 3Y | +127.9% | +107.3% | +20.6% | +102.4% |
| 5Y | -5.9% | +20.5% | -26.4% | -4.0% |
| All | -5.9% | +22.2% | -28.1% | -4.0% |
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