+73.2%
PR vs SFM
+18.5%
+54.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -0.2% |
| 3M | +8.0% | -43.7% | +51.6% | +12.7% |
| 6M | +4.1% | -37.3% | +41.4% | +7.0% |
| YTD | +58.7% | -38.4% | +97.1% | +63.0% |
| 1Y | +75.8% | -36.9% | +112.8% | +79.8% |
| 3Y | +73.2% | +20.7% | +52.5% | +58.8% |
| All | +73.2% | +18.5% | +54.6% | +58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling