+91.1%
V vs PL
+28.1%
+63.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.4% | -10.4% | -0.6% |
| 7D | +2.2% | -6.8% | +9.0% | +2.5% |
| 30D | +13.6% | -29.3% | +42.9% | +15.6% |
| 3M | +14.3% | -44.8% | +59.1% | +17.8% |
| 6M | +33.1% | -68.4% | +101.5% | +40.5% |
| YTD | +21.2% | -36.4% | +57.6% | +20.3% |
| 1Y | +26.4% | +0.7% | +25.7% | +20.6% |
| 3Y | +77.6% | +455.3% | -377.7% | +39.7% |
| 5Y | +102.6% | +22.7% | +79.9% | +60.5% |
| All | +91.1% | +28.1% | +63.0% | +50.1% |
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