+43.7%
RF vs PL
+11.6%
+32.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -10.1% | +8.0% | -1.1% |
| 7D | -1.6% | -20.5% | +18.9% | +0.6% |
| 30D | +5.0% | -38.8% | +43.8% | +10.1% |
| 3M | -10.0% | -49.1% | +39.1% | -4.1% |
| 6M | +3.3% | -69.4% | +72.7% | +14.4% |
| YTD | +7.9% | -42.3% | +50.3% | +8.6% |
| 1Y | +21.2% | -14.2% | +35.4% | +15.0% |
| 3Y | +105.8% | +398.7% | -292.9% | +39.8% |
| 5Y | +43.7% | +11.1% | +32.6% | +6.6% |
| All | +43.7% | +11.6% | +32.2% | +6.6% |
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