+89.5%
SPY vs PL
+28.1%
+61.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.4% | -10.1% | -0.5% |
| 7D | -2.7% | -6.8% | +4.1% | -2.2% |
| 30D | -5.4% | -29.3% | +23.9% | -2.9% |
| 3M | -4.1% | -44.8% | +40.7% | +0.2% |
| 6M | +0.7% | -68.4% | +69.1% | +9.0% |
| YTD | +8.7% | -36.4% | +45.0% | +9.3% |
| 1Y | +10.9% | +0.7% | +10.2% | +6.3% |
| 3Y | +75.0% | +455.3% | -380.3% | +32.4% |
| 5Y | +67.8% | +22.7% | +45.1% | +36.8% |
| All | +89.5% | +28.1% | +61.4% | +53.5% |
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 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