+560.5%
PR vs PL
+84.9%
+475.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.5% |
| 7D | +2.9% | -9.3% | +12.2% | +3.8% |
| 30D | +18.0% | -18.9% | +37.0% | +20.3% |
| 3M | +16.9% | -58.4% | +75.2% | +26.2% |
| 6M | +28.2% | -30.3% | +58.5% | +28.8% |
| YTD | +69.3% | -8.1% | +77.4% | +63.8% |
| 1Y | +69.5% | +180.5% | -111.0% | +38.4% |
| 3Y | +81.7% | +444.1% | -362.5% | +23.6% |
| 5Y | +422.2% | +83.0% | +339.2% | +298.5% |
| All | +560.5% | +84.9% | +475.6% | +400.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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