+67.5%
RF vs PL
+28.1%
+39.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.4% | -10.7% | -1.4% |
| 7D | -0.9% | -6.8% | +5.9% | -0.4% |
| 30D | +6.0% | -29.3% | +35.3% | +9.5% |
| 3M | -8.9% | -44.8% | +35.9% | -3.8% |
| 6M | +2.3% | -68.4% | +70.7% | +13.0% |
| YTD | +7.6% | -36.4% | +43.9% | +7.1% |
| 1Y | +21.2% | +0.7% | +20.4% | +12.8% |
| 3Y | +108.5% | +455.3% | -346.8% | +40.0% |
| 5Y | +43.2% | +22.7% | +20.5% | +5.5% |
| All | +67.5% | +28.1% | +39.4% | +23.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling