-67.6%
XYZ vs PL
+84.9%
-152.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -0.4% |
| 7D | -1.0% | -9.3% | +8.3% | +1.5% |
| 30D | -1.7% | -18.9% | +17.2% | +3.5% |
| 3M | +16.7% | -58.4% | +75.1% | +42.9% |
| 6M | +26.9% | -30.3% | +57.2% | +28.8% |
| YTD | +27.1% | -8.1% | +35.3% | +16.9% |
| 1Y | +9.3% | +180.5% | -171.2% | -34.1% |
| 3Y | +42.3% | +444.1% | -401.9% | -43.8% |
| 5Y | -69.3% | +83.0% | -152.3% | -84.7% |
| All | -67.6% | +84.9% | -152.5% | -84.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling