+79.3%
PR vs SITM
+372.9%
-293.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.5% | -8.2% | -2.4% |
| 7D | +2.9% | +9.7% | -6.8% | +1.6% |
| 30D | +18.0% | +12.7% | +5.3% | +15.2% |
| 3M | +16.9% | -13.4% | +30.3% | +17.1% |
| 6M | +28.2% | +59.6% | -31.4% | +13.3% |
| YTD | +69.3% | +73.3% | -4.0% | +45.9% |
| 1Y | +69.5% | +165.5% | -96.0% | +31.3% |
| All | +79.3% | +372.9% | -293.6% | +16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling