+221.7%
PR vs SITM
+42.2%
+179.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +17.4% | -15.5% | -0.8% |
| 7D | -16.4% | -6.7% | -9.7% | -15.7% |
| 30D | -1.9% | -37.3% | +35.4% | +4.7% |
| 3M | +8.0% | -39.4% | +47.3% | +14.8% |
| 6M | +4.1% | -33.1% | +37.2% | +5.6% |
| YTD | +58.7% | +18.0% | +40.7% | +41.4% |
| 1Y | +75.8% | +22.7% | +53.1% | +54.5% |
| 3Y | +73.2% | +283.8% | -210.6% | +11.0% |
| All | +221.7% | +42.2% | +179.5% | +120.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling