+843.8%
PM vs SBAC
+661.7%
+182.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.3% |
| 7D | -5.2% | +1.2% | -6.4% | -5.5% |
| 30D | +2.7% | +11.2% | -8.5% | -0.3% |
| 3M | +6.1% | +4.5% | +1.7% | +4.6% |
| 6M | +18.0% | -12.2% | +30.2% | +21.3% |
| YTD | +26.6% | -0.1% | +26.7% | +24.7% |
| 1Y | +36.7% | -0.3% | +36.9% | +34.6% |
| 3Y | +146.0% | -8.7% | +154.7% | +145.2% |
| 5Y | +164.1% | -40.2% | +204.2% | +189.2% |
| 10Y | +238.8% | +97.3% | +141.5% | +158.1% |
| All | +843.8% | +661.7% | +182.1% | +320.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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