+65.2%
PR vs SFM
+138.2%
-73.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.8% | +6.8% | +2.2% |
| 7D | -16.4% | -1.2% | -15.2% | -16.4% |
| 30D | -1.9% | -24.8% | +22.9% | -0.6% |
| 3M | +8.0% | -43.7% | +51.6% | +11.4% |
| 6M | +4.1% | -37.3% | +41.4% | +6.4% |
| YTD | +58.7% | -38.4% | +97.1% | +62.0% |
| 1Y | +75.8% | -36.9% | +112.8% | +79.1% |
| 3Y | +73.2% | +20.7% | +52.5% | +70.9% |
| 5Y | +230.1% | +103.5% | +126.7% | +220.4% |
| All | +65.2% | +138.2% | -73.1% | +73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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