+31.9%
UL vs PL
+37.0%
-5.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +14.5% | -13.6% | +0.9% |
| 7D | +0.3% | +10.9% | -10.6% | +0.2% |
| 30D | +7.0% | -16.4% | +23.3% | +7.1% |
| 3M | +5.8% | -39.9% | +45.7% | +6.2% |
| 6M | +16.1% | -63.2% | +79.3% | +16.9% |
| YTD | +4.5% | -27.1% | +31.6% | +3.8% |
| 1Y | -1.3% | +12.2% | -13.5% | -2.9% |
| 3Y | +35.0% | +584.3% | -549.3% | +23.0% |
| 5Y | +31.9% | +37.0% | -5.1% | +22.7% |
| All | +31.9% | +37.0% | -5.1% | +22.7% |
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 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