-72.2%
SE vs PL
+28.1%
-100.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.4% | -10.2% | -2.1% |
| 7D | +2.0% | -6.8% | +8.8% | +3.3% |
| 30D | -20.0% | -29.3% | +9.3% | -14.3% |
| 3M | -31.8% | -44.8% | +13.0% | -23.3% |
| 6M | -15.9% | -68.4% | +52.5% | +3.6% |
| YTD | -40.6% | -36.4% | -4.3% | -40.7% |
| 1Y | -50.7% | +0.7% | -51.4% | -56.9% |
| 3Y | +70.3% | +455.3% | -385.0% | -30.9% |
| 5Y | -78.8% | +22.7% | -101.5% | -87.0% |
| All | -72.2% | +28.1% | -100.2% | -83.0% |
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