+147.8%
PR vs SFM
+83.8%
+64.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.1% | +0.3% | -4.6% |
| 7D | -16.5% | +7.5% | -24.0% | -16.9% |
| 30D | -4.5% | -20.8% | +16.3% | -3.5% |
| 3M | +8.5% | -39.4% | +47.9% | +11.4% |
| 6M | -3.3% | -34.5% | +31.1% | -1.5% |
| YTD | +55.7% | -35.2% | +90.9% | +58.4% |
| 1Y | +82.0% | -35.3% | +117.3% | +85.2% |
| 3Y | +62.5% | +23.9% | +38.5% | +60.3% |
| 5Y | +223.9% | +113.8% | +110.1% | +214.4% |
| 10Y | +64.2% | +152.0% | -87.7% | +72.8% |
| All | +147.8% | +83.8% | +64.0% | +163.2% |
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 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