+69.9%
PR vs PL
+403.1%
-333.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -10.1% | +5.3% | -4.2% |
| 7D | -16.5% | -20.5% | +4.0% | -15.3% |
| 30D | -4.5% | -38.8% | +34.3% | -1.6% |
| 3M | +8.5% | -49.1% | +57.7% | +12.9% |
| 6M | -3.3% | -69.4% | +66.0% | +3.2% |
| YTD | +55.7% | -42.3% | +98.0% | +56.0% |
| 1Y | +82.0% | -14.2% | +96.2% | +75.0% |
| All | +69.9% | +403.1% | -333.2% | +18.2% |
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