+65.9%
PR vs SARO
-6.5%
+72.4%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.8% | -5.9% | -1.6% |
| 7D | -12.4% | +15.3% | -27.7% | -13.8% |
| 30D | -6.6% | +43.6% | -50.2% | -10.7% |
| 3M | +7.5% | -0.8% | +8.3% | +8.4% |
| 6M | +10.8% | +15.2% | -4.5% | +6.4% |
| YTD | +57.0% | +1.0% | +56.0% | +55.8% |
| 1Y | +67.9% | +7.9% | +60.0% | +61.4% |
| All | +65.9% | -6.5% | +72.4% | +48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling