+46.9%
PM vs SAP
-5.6%
+52.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.2% | -2.7% | +1.5% |
| 7D | +4.3% | +1.3% | +3.0% | +4.2% |
| 30D | +11.5% | +15.5% | -4.1% | +11.3% |
| 3M | +13.0% | +22.8% | -9.8% | +12.8% |
| 6M | +25.9% | +42.5% | -16.6% | +24.5% |
| YTD | +34.0% | +0.5% | +33.5% | +32.8% |
| 1Y | +46.9% | -5.9% | +52.8% | +44.4% |
| All | +46.9% | -5.6% | +52.5% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 1y: compounded portfolio wealth divided by compounded SAP 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…
1y analysis · Full analysis span regression · 6 months rolling