-71.8%
SE vs PL
+45.6%
-117.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.3% |
| 7D | 0.0% | +5.6% | -5.6% | -1.5% |
| 30D | -19.4% | -16.9% | -2.4% | -16.7% |
| 3M | -33.1% | -38.2% | +5.1% | -26.7% |
| 6M | -11.4% | -63.4% | +52.0% | +5.9% |
| YTD | -39.8% | -27.6% | -12.2% | -41.6% |
| 1Y | -50.5% | +6.6% | -57.0% | -57.2% |
| 3Y | +68.9% | +557.6% | -488.7% | -34.6% |
| 5Y | -77.1% | +39.5% | -116.6% | -86.5% |
| All | -71.8% | +45.6% | -117.4% | -83.2% |
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