Portfolio Performance

Track your historical returns, benchmark comparisons, and trade statistics

Time-Weighted Return

+18.42%

Annualized

Money-Weighted Return

+15.80%

IRR

Alpha (vs S&P 500)

+4.20%

Outperformance

Max Drawdown

-8.50%

Largest peak-to-trough drop

Cumulative Performance

Your portfolio value growth compared to market benchmarks

Risk-Adjusted Returns

Sharpe Ratio 1.85

Return per unit of total risk (Excellent > 1.0)

Sortino Ratio 2.10

Return per unit of downside risk

Beta (vs S&P 500) 1.12

Volatility relative to market (1.0 = matches market)

Standard Deviation 16.4%

Annualized volatility

Underwater / Drawdown Analysis

Historical drops from peak portfolio value

Max -8.5%

Trade Statistics (Closed Positions)

68% Win Rate
164 Wins 77 Losses

Profit Factor

2.41

Gross profit ($124k) divided by gross loss ($51.5k). A value > 1.0 indicates a profitable system.

Average Win

+$756.10

Average Loss

-$668.83

Reward/Risk Ratio: 1.13

Best Trade

NVDA

+$8,450.00

Worst Trade

DIS

-$2,120.00

Max Cons. Wins: 8 Max Cons. Losses: 3

Monthly Returns Heatmap

Net percentage return per calendar month

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD