+80.3%
PR vs SARO
-23.7%
+104.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.7% |
| 7D | -0.8% | -4.0% | +3.2% | -0.2% |
| 30D | +9.7% | -16.1% | +25.9% | +12.6% |
| 3M | +20.4% | -4.5% | +24.9% | +18.9% |
| 6M | +27.9% | -17.0% | +45.0% | +30.5% |
| YTD | +70.7% | -17.5% | +88.2% | +73.4% |
| 1Y | +72.2% | -12.3% | +84.4% | +69.1% |
| All | +80.3% | -23.7% | +104.0% | +64.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling