+415.3%
PR vs SM
+107.8%
+307.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | +0.2% |
| 7D | +2.9% | +0.1% | +2.8% | +2.8% |
| 30D | +18.0% | +26.3% | -8.3% | -1.0% |
| 3M | +16.9% | +8.7% | +8.2% | +8.2% |
| 6M | +28.2% | +51.7% | -23.5% | -10.0% |
| YTD | +69.3% | +99.0% | -29.7% | -5.1% |
| 1Y | +69.5% | +34.6% | +34.9% | +26.6% |
| 3Y | +81.7% | -7.8% | +89.4% | +71.2% |
| All | +415.3% | +107.8% | +307.4% | +147.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling