+65.2%
PR vs SBAC
+93.8%
-28.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +1.9% |
| 7D | -16.4% | +1.2% | -17.6% | -16.4% |
| 30D | -1.9% | +11.2% | -13.1% | -1.9% |
| 3M | +8.0% | +4.5% | +3.5% | +7.9% |
| 6M | +4.1% | -12.2% | +16.3% | +4.0% |
| YTD | +58.7% | -0.1% | +58.8% | +58.5% |
| 1Y | +75.8% | -0.3% | +76.1% | +75.6% |
| 3Y | +73.2% | -8.7% | +81.9% | +72.5% |
| 5Y | +230.1% | -40.2% | +270.3% | +220.1% |
| All | +65.2% | +93.8% | -28.6% | +95.0% |
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