-67.1%
XYZ vs PL
+16.0%
-83.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -10.1% | +6.0% | -1.5% |
| 7D | +9.2% | -20.5% | +29.8% | +15.3% |
| 30D | +9.8% | -38.8% | +48.6% | +23.7% |
| 3M | -0.2% | -49.1% | +48.9% | +17.3% |
| 6M | +18.0% | -69.4% | +87.3% | +53.0% |
| YTD | +29.1% | -42.3% | +71.5% | +32.4% |
| 1Y | +14.1% | -14.2% | +28.3% | +1.0% |
| 3Y | +72.6% | +398.7% | -326.0% | -35.4% |
| 5Y | -64.6% | +11.1% | -75.7% | -80.4% |
| All | -67.1% | +16.0% | -83.2% | -82.1% |
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