+169.5%
PR vs SM
+73.9%
+95.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | 0.0% |
| 7D | +2.9% | +0.1% | +2.8% | +2.8% |
| 30D | +18.0% | +26.3% | -8.3% | +1.2% |
| 3M | +16.9% | +8.7% | +8.2% | +9.3% |
| 6M | +28.2% | +51.7% | -23.5% | -5.2% |
| YTD | +69.3% | +99.0% | -29.7% | +3.7% |
| 1Y | +69.5% | +34.6% | +34.9% | +32.2% |
| 3Y | +81.7% | -7.8% | +89.4% | +74.8% |
| 5Y | +422.2% | +104.8% | +317.5% | +208.9% |
| 10Y | +110.4% | +7.2% | +103.1% | -16.9% |
| All | +169.5% | +73.9% | +95.5% | +9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling