+160.5%
PR vs SM
+48.3%
+112.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -15.3% | +8.8% | +3.3% |
| 7D | -12.1% | -21.5% | +9.4% | +2.0% |
| 30D | +0.9% | -11.4% | +12.3% | +8.3% |
| 3M | +10.1% | +0.6% | +9.5% | +8.1% |
| 6M | +1.1% | +0.2% | +0.9% | -2.0% |
| YTD | +63.7% | +69.7% | -6.0% | +10.0% |
| 1Y | +87.0% | +71.6% | +15.5% | +24.2% |
| 3Y | +70.7% | -16.9% | +87.6% | +73.7% |
| 5Y | +246.8% | -3.2% | +250.1% | +226.4% |
| 10Y | +72.6% | +15.5% | +57.1% | -24.4% |
| All | +160.5% | +48.3% | +112.2% | +15.8% |
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 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