+70.3%
PR vs SBAC
+103.9%
-33.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.4% | +0.9% |
| 7D | -9.5% | +3.6% | -13.1% | -9.5% |
| 30D | -5.7% | +4.9% | -10.6% | -5.7% |
| 3M | +3.0% | +6.5% | -3.5% | +3.0% |
| 6M | +11.8% | -11.1% | +22.9% | +11.7% |
| YTD | +58.5% | +0.9% | +57.5% | +58.3% |
| 1Y | +69.9% | -1.6% | +71.4% | +69.6% |
| 3Y | +84.9% | -7.0% | +91.9% | +84.2% |
| 5Y | +246.4% | -39.2% | +285.7% | +236.1% |
| 10Y | +70.3% | +111.4% | -41.1% | +112.2% |
| All | +70.3% | +103.9% | -33.6% | +112.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling