-10.8%
PG vs SARO
-22.5%
+11.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.5% |
| 7D | -0.8% | -3.1% | +2.3% | -0.6% |
| 30D | +0.8% | -12.2% | +13.1% | +1.6% |
| 3M | -1.3% | -7.4% | +6.0% | -0.9% |
| 6M | -3.8% | -15.3% | +11.4% | -3.1% |
| YTD | +3.6% | -16.2% | +19.8% | +4.4% |
| 1Y | -5.7% | -12.1% | +6.4% | -5.3% |
| All | -10.8% | -22.5% | +11.6% | -11.9% |
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