+69.0%
PM vs SARO
-23.7%
+92.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.4% | +4.5% | +2.3% |
| 7D | +1.9% | -4.0% | +6.0% | +2.1% |
| 30D | +1.9% | -16.1% | +18.0% | +2.7% |
| 3M | +4.6% | -4.5% | +9.1% | +4.7% |
| 6M | +11.7% | -17.0% | +28.7% | +12.4% |
| YTD | +20.4% | -17.5% | +37.9% | +21.2% |
| 1Y | +19.0% | -12.3% | +31.2% | +19.4% |
| All | +69.0% | -23.7% | +92.7% | +57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling