+13.5%
SPY vs PL
+12.6%
+0.9%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.3% | -0.3% |
| 7D | +2.6% | +10.0% | -7.4% | +2.0% |
| 30D | -2.0% | -2.3% | +0.3% | -2.0% |
| 3M | -2.8% | -44.2% | +41.4% | -0.6% |
| 6M | +2.1% | -66.1% | +68.2% | +6.0% |
| YTD | +11.5% | -30.0% | +41.5% | +12.8% |
| 1Y | +13.5% | +21.0% | -7.6% | +13.7% |
| All | +13.5% | +12.6% | +0.9% | +13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling