+169.5%
PR vs POET
+0.3%
+169.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +8.0% | -9.6% | -2.2% |
| 7D | +2.9% | +5.6% | -2.7% | +2.4% |
| 30D | +18.0% | -2.1% | +20.1% | +18.0% |
| 3M | +16.9% | -48.8% | +65.7% | +21.6% |
| 6M | +28.2% | +15.8% | +12.4% | +18.0% |
| YTD | +69.3% | +25.1% | +44.2% | +53.6% |
| 1Y | +69.5% | +50.6% | +18.9% | +48.3% |
| 3Y | +81.7% | +107.9% | -26.2% | +38.2% |
| 5Y | +422.2% | -11.0% | +433.3% | +317.1% |
| 10Y | +110.4% | +25.7% | +84.7% | +41.1% |
| All | +169.5% | +0.3% | +169.2% | +80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 POET 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