+78.7%
PR vs SM
+10.6%
+68.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.6% | -2.8% | -1.0% |
| 7D | -0.5% | +0.3% | -0.8% | -0.8% |
| 30D | -4.6% | -17.3% | +12.7% | +7.6% |
| 3M | +4.7% | -3.6% | +8.3% | +5.9% |
| 6M | +12.4% | +2.9% | +9.6% | +6.9% |
| YTD | +62.9% | +70.2% | -7.4% | +6.6% |
| 1Y | +70.6% | +66.5% | +4.1% | +13.0% |
| 3Y | +90.0% | -8.2% | +98.2% | +79.1% |
| 5Y | +255.5% | -1.5% | +257.0% | +224.4% |
| 10Y | +78.7% | +11.9% | +66.8% | -17.2% |
| All | +78.7% | +10.6% | +68.2% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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