+80.8%
PR vs SARO
-21.9%
+102.7%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | -0.8% | +0.6% | -1.5% | -0.9% |
| 30D | +11.3% | -14.5% | +25.8% | +13.9% |
| 3M | +24.1% | -5.3% | +29.4% | +23.1% |
| 6M | +25.4% | -15.3% | +40.7% | +27.6% |
| YTD | +71.2% | -15.6% | +86.8% | +73.3% |
| 1Y | +78.6% | -9.1% | +87.7% | +73.9% |
| All | +80.8% | -21.9% | +102.7% | +64.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling