+169.5%
PR vs SFM
+189.9%
-20.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.5% | -1.8% |
| 7D | +2.9% | -0.1% | +3.0% | +2.9% |
| 30D | +18.0% | -4.4% | +22.4% | +18.3% |
| 3M | +16.9% | +1.5% | +15.3% | +16.5% |
| 6M | +28.2% | +6.5% | +21.7% | +27.1% |
| YTD | +69.3% | +2.2% | +67.2% | +68.3% |
| 1Y | +69.5% | -41.9% | +111.4% | +74.6% |
| 3Y | +81.7% | +106.8% | -25.1% | +74.6% |
| 5Y | +422.2% | +231.6% | +190.7% | +394.7% |
| 10Y | +110.4% | +258.4% | -148.1% | +115.7% |
| All | +169.5% | +189.9% | -20.4% | +179.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling