+415.3%
PR vs SFM
+230.0%
+185.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.5% | -1.9% |
| 7D | +2.9% | -0.1% | +3.0% | +2.9% |
| 30D | +18.0% | -4.4% | +22.4% | +18.5% |
| 3M | +16.9% | +1.5% | +15.3% | +16.2% |
| 6M | +28.2% | +6.5% | +21.7% | +26.2% |
| YTD | +69.3% | +2.2% | +67.2% | +67.3% |
| 1Y | +69.5% | -41.9% | +111.4% | +80.6% |
| 3Y | +81.7% | +106.8% | -25.1% | +60.9% |
| All | +415.3% | +230.0% | +185.3% | +325.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling