+568.7%
PR vs PL
+81.7%
+487.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +3.0% | +1.4% |
| 7D | -0.6% | -7.5% | +6.9% | +0.1% |
| 30D | +17.4% | -25.6% | +42.9% | +20.6% |
| 3M | +21.8% | -45.6% | +67.4% | +28.3% |
| 6M | +27.6% | -29.5% | +57.1% | +28.0% |
| YTD | +71.4% | -9.7% | +81.1% | +66.1% |
| 1Y | +78.3% | +84.4% | -6.0% | +55.8% |
| 3Y | +85.5% | +550.0% | -464.5% | +22.3% |
| 5Y | +422.7% | +79.0% | +343.7% | +299.3% |
| All | +568.7% | +81.7% | +487.0% | +407.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling