+74.4%
SPY vs PL
+403.1%
-328.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -10.1% | +5.7% | -3.7% |
| 7D | -4.7% | -20.5% | +15.8% | -3.3% |
| 30D | -5.9% | -38.8% | +32.9% | -2.9% |
| 3M | -4.5% | -49.1% | +44.6% | -0.4% |
| 6M | +1.8% | -69.4% | +71.2% | +8.9% |
| YTD | +8.3% | -42.3% | +50.7% | +9.7% |
| 1Y | +9.3% | -14.2% | +23.5% | +6.9% |
| All | +74.4% | +403.1% | -328.6% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling