+68.3%
PR vs SITM
+33.6%
+34.7%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +9.6% | -10.7% | -1.1% |
| 7D | -12.4% | +9.4% | -21.7% | -12.4% |
| 30D | -6.6% | -25.4% | +18.8% | -7.3% |
| 3M | +7.5% | -37.0% | +44.5% | +6.4% |
| 6M | +10.8% | -45.1% | +55.9% | +8.4% |
| YTD | +57.0% | +29.4% | +27.6% | +57.3% |
| All | +68.3% | +33.6% | +34.7% | +67.9% |
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