+81.1%
PR vs SARO
-21.1%
+102.1%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.4% |
| 7D | -0.6% | +1.1% | -1.7% | -0.8% |
| 30D | +17.4% | -16.2% | +33.5% | +20.6% |
| 3M | +21.8% | -1.3% | +23.0% | +19.7% |
| 6M | +27.6% | -15.2% | +42.8% | +30.2% |
| YTD | +71.4% | -14.7% | +86.1% | +73.3% |
| 1Y | +78.3% | -9.1% | +87.4% | +74.2% |
| All | +81.1% | -21.1% | +102.1% | +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 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