-68.0%
XYZ vs POET
-7.0%
-61.0%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.9% | -0.5% |
| 7D | -3.7% | +9.7% | -13.5% | -4.6% |
| 30D | +0.5% | -6.5% | +7.1% | +1.0% |
| 3M | +16.3% | -25.7% | +42.0% | +18.3% |
| 6M | +21.1% | +19.6% | +1.6% | +10.5% |
| YTD | +22.0% | +26.4% | -4.4% | +9.6% |
| 1Y | +5.2% | +50.1% | -44.9% | -8.9% |
| 3Y | +49.6% | +127.9% | -78.3% | +16.7% |
| All | -68.0% | -7.0% | -61.0% | -73.5% |
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