+684.6%
PR vs SITM
+3,415.8%
-2,731.2%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +9.6% | -10.7% | -2.6% |
| 7D | -12.4% | +9.4% | -21.7% | -13.9% |
| 30D | -6.6% | -25.4% | +18.8% | -2.9% |
| 3M | +7.5% | -37.0% | +44.5% | +13.8% |
| 6M | +10.8% | -45.1% | +55.9% | +17.7% |
| YTD | +57.0% | +29.4% | +27.6% | +38.8% |
| 1Y | +67.9% | +39.8% | +28.1% | +45.5% |
| 3Y | +87.6% | +328.2% | -240.6% | +22.2% |
| 5Y | +220.4% | +87.4% | +133.0% | +120.1% |
| All | +684.6% | +3,415.8% | -2,731.2% | +238.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling