+72.0%
PR vs SARO
-7.3%
+79.3%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.9% | +2.7% |
| 7D | -0.5% | +11.8% | -12.3% | -1.8% |
| 30D | -4.6% | +44.3% | -49.0% | -9.0% |
| 3M | +4.7% | +1.9% | +2.8% | +5.0% |
| 6M | +12.4% | +7.2% | +5.2% | +10.2% |
| YTD | +62.9% | +0.2% | +62.6% | +61.7% |
| 1Y | +70.6% | +5.4% | +65.2% | +65.4% |
| All | +72.0% | -7.3% | +79.3% | +53.7% |
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