+78.6%
PR vs PL
+459.7%
-381.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -6.4% | -0.2% | -6.1% |
| 7D | -12.1% | -11.7% | -0.4% | -11.4% |
| 30D | +0.9% | -27.1% | +28.0% | +2.8% |
| 3M | +10.1% | -44.6% | +54.7% | +14.0% |
| 6M | +1.1% | -67.2% | +68.3% | +7.5% |
| YTD | +63.7% | -35.9% | +99.5% | +62.9% |
| 1Y | +87.0% | -0.4% | +87.4% | +77.8% |
| All | +78.6% | +459.7% | -381.2% | +23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling