-63.2%
W vs POET
-6.5%
-56.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.6% | -3.5% | +0.8% |
| 7D | -0.9% | +0.4% | -1.2% | -0.9% |
| 30D | -4.2% | -10.4% | +6.1% | -3.5% |
| 3M | +26.9% | -29.3% | +56.2% | +29.3% |
| 6M | +31.2% | +6.9% | +24.4% | +24.6% |
| YTD | -1.8% | +25.6% | -27.4% | -8.3% |
| 1Y | +9.3% | +49.2% | -39.8% | -0.8% |
| 3Y | +33.2% | +128.4% | -95.2% | +12.4% |
| All | -63.2% | -6.5% | -56.8% | -68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 POET 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