+87.0%
PR vs SBAC
+2.4%
+84.7%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +5.8% | -12.4% | -6.9% |
| 7D | -12.1% | +5.8% | -17.9% | -12.4% |
| 30D | +0.9% | +20.8% | -19.9% | -0.6% |
| 3M | +10.1% | +4.8% | +5.4% | +9.8% |
| 6M | +1.1% | -9.1% | +10.2% | +1.6% |
| YTD | +63.7% | +3.1% | +60.6% | +62.0% |
| 1Y | +87.0% | +2.2% | +84.8% | +86.8% |
| All | +87.0% | +2.4% | +84.7% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 1y: compounded portfolio wealth divided by compounded SBAC 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…
1y analysis · Full analysis span regression · 6 months rolling