+79.3%
PR vs SBAC
-8.8%
+88.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.6% |
| 7D | +2.9% | -0.8% | +3.7% | +2.9% |
| 30D | +18.0% | +6.9% | +11.1% | +17.8% |
| 3M | +16.9% | -8.2% | +25.1% | +17.0% |
| 6M | +28.2% | -1.6% | +29.8% | +27.7% |
| YTD | +69.3% | -0.1% | +69.4% | +68.4% |
| 1Y | +69.5% | -0.5% | +70.0% | +68.7% |
| All | +79.3% | -8.8% | +88.2% | +69.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling