+87.0%
PR vs SITM
+47.5%
+39.5%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -9.4% | +2.8% | -6.5% |
| 7D | -12.1% | -19.5% | +7.4% | -12.1% |
| 30D | +0.9% | -43.2% | +44.1% | +0.6% |
| 3M | +10.1% | -30.8% | +41.0% | +9.8% |
| 6M | +1.1% | -28.6% | +29.7% | +0.9% |
| YTD | +63.7% | +14.2% | +49.5% | +59.7% |
| 1Y | +87.0% | +44.4% | +42.6% | +76.5% |
| All | +87.0% | +47.5% | +39.5% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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