-67.9%
U vs PL
+11.6%
-79.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -10.1% | +25.1% | +18.0% |
| 7D | +24.3% | -20.5% | +44.8% | +32.4% |
| 30D | +8.6% | -38.8% | +47.3% | +25.3% |
| 3M | +37.6% | -49.1% | +86.7% | +66.6% |
| 6M | +78.5% | -69.4% | +147.9% | +142.4% |
| YTD | +10.5% | -42.3% | +52.8% | +13.6% |
| 1Y | +15.2% | -14.2% | +29.4% | -0.5% |
| 3Y | +76.6% | +398.7% | -322.1% | -45.3% |
| 5Y | -67.9% | +11.1% | -79.0% | -84.0% |
| All | -67.9% | +11.6% | -79.5% | -84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling