+147.8%
PR vs SBAC
+111.1%
+36.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.2% | -3.6% | -4.9% |
| 7D | -16.5% | +4.4% | -21.0% | -16.5% |
| 30D | -4.5% | +13.8% | -18.3% | -4.5% |
| 3M | +8.5% | +9.0% | -0.4% | +8.5% |
| 6M | -3.3% | -10.0% | +6.7% | -3.4% |
| YTD | +55.7% | +1.8% | +53.9% | +55.6% |
| 1Y | +82.0% | +1.1% | +80.9% | +81.9% |
| 3Y | +62.5% | -9.5% | +72.0% | +61.8% |
| 5Y | +223.9% | -39.0% | +262.9% | +214.2% |
| 10Y | +64.2% | +101.1% | -36.9% | +92.6% |
| All | +147.8% | +111.1% | +36.7% | +191.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling