+93.2%
SPY vs PL
+45.6%
+47.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -0.6% | +5.6% | -6.2% | -1.2% |
| 30D | -3.7% | -16.9% | +13.3% | -2.5% |
| 3M | -2.7% | -38.2% | +35.5% | +0.6% |
| 6M | +2.2% | -63.4% | +65.6% | +9.3% |
| YTD | +10.8% | -27.6% | +38.5% | +10.2% |
| 1Y | +11.2% | +6.6% | +4.7% | +6.2% |
| 3Y | +76.5% | +557.6% | -481.1% | +31.4% |
| 5Y | +72.9% | +39.5% | +33.5% | +39.3% |
| All | +93.2% | +45.6% | +47.6% | +54.8% |
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