+221.7%
PR vs SM
-11.5%
+233.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.2% |
| 7D | -16.4% | -25.9% | +9.5% | +3.2% |
| 30D | -1.9% | -15.1% | +13.2% | +9.6% |
| 3M | +8.0% | +4.9% | +3.1% | +2.3% |
| 6M | +4.1% | +6.1% | -2.0% | -4.3% |
| YTD | +58.7% | +63.4% | -4.7% | +0.9% |
| 1Y | +75.8% | +72.5% | +3.4% | +6.6% |
| 3Y | +73.2% | -16.9% | +90.1% | +71.8% |
| All | +221.7% | -11.5% | +233.3% | +199.8% |
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