+71.1%
PBR vs SARO
-22.5%
+93.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.5% | -0.9% |
| 7D | +5.4% | -3.1% | +8.5% | +5.5% |
| 30D | +22.9% | -12.2% | +35.1% | +23.5% |
| 3M | +19.6% | -7.4% | +27.0% | +19.3% |
| 6M | +16.5% | -15.3% | +31.7% | +17.1% |
| YTD | +86.7% | -16.2% | +102.8% | +87.4% |
| 1Y | +74.7% | -12.1% | +86.8% | +73.6% |
| All | +71.1% | -22.5% | +93.5% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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