-66.6%
XYZ vs PL
+28.1%
-94.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.4% | -8.7% | -0.9% |
| 7D | +12.1% | -6.8% | +19.0% | +13.6% |
| 30D | +12.4% | -29.3% | +41.7% | +21.8% |
| 3M | +8.2% | -44.8% | +52.9% | +24.4% |
| 6M | +20.7% | -68.4% | +89.1% | +55.4% |
| YTD | +31.3% | -36.4% | +67.7% | +31.1% |
| 1Y | +20.5% | +0.7% | +19.8% | +1.9% |
| 3Y | +72.6% | +455.3% | -382.7% | -37.4% |
| 5Y | -64.0% | +22.7% | -86.7% | -80.6% |
| All | -66.6% | +28.1% | -94.6% | -82.2% |
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