+70.6%
PR vs SFM
-36.1%
+106.7%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.5% | -0.7% | +2.9% |
| 7D | -0.5% | -7.1% | +6.6% | -0.8% |
| 30D | -4.6% | -21.4% | +16.8% | -5.0% |
| 3M | +4.7% | -40.1% | +44.8% | +4.1% |
| 6M | +12.4% | -38.0% | +50.5% | +11.9% |
| YTD | +62.9% | -36.5% | +99.4% | +63.7% |
| 1Y | +70.6% | -35.2% | +105.8% | +71.5% |
| All | +70.6% | -36.1% | +106.7% | +71.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling