+246.8%
PR vs PL
+24.5%
+222.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -6.4% | -0.2% | -5.9% |
| 7D | -12.1% | -11.7% | -0.4% | -11.1% |
| 30D | +0.9% | -27.1% | +28.0% | +3.8% |
| 3M | +10.1% | -44.6% | +54.7% | +16.0% |
| 6M | +1.1% | -67.2% | +68.3% | +10.6% |
| YTD | +63.7% | -35.9% | +99.5% | +63.3% |
| 1Y | +87.0% | -0.4% | +87.4% | +75.1% |
| 3Y | +70.7% | +454.8% | -384.1% | +12.8% |
| 5Y | +246.8% | +24.8% | +222.1% | +170.1% |
| All | +246.8% | +24.5% | +222.3% | +170.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling