-63.1%
W vs PL
+82.7%
-145.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +2.9% |
| 7D | -4.2% | -9.3% | +5.1% | -1.5% |
| 30D | -7.6% | -18.9% | +11.4% | -1.9% |
| 3M | +37.2% | -58.4% | +95.5% | +73.9% |
| 6M | +26.3% | -30.3% | +56.6% | +28.2% |
| YTD | -1.0% | -8.1% | +7.1% | -10.3% |
| 1Y | +20.1% | +180.5% | -160.4% | -34.5% |
| 3Y | +37.8% | +444.1% | -406.4% | -54.2% |
| All | -63.1% | +82.7% | -145.8% | -85.8% |
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