-58.8%
SE vs PL
+84.9%
-143.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.6% |
| 7D | -6.1% | -9.3% | +3.2% | -4.2% |
| 30D | -2.5% | -18.9% | +16.5% | +1.9% |
| 3M | +21.7% | -58.4% | +80.1% | +44.3% |
| 6M | +27.0% | -30.3% | +57.3% | +28.5% |
| YTD | -12.1% | -8.1% | -4.0% | -18.2% |
| 1Y | -40.9% | +180.5% | -221.4% | -61.3% |
| 3Y | +191.0% | +444.1% | -253.2% | +29.9% |
| 5Y | -68.3% | +83.0% | -151.3% | -81.7% |
| All | -58.8% | +84.9% | -143.7% | -76.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling