+147.8%
PR vs SM
+41.4%
+106.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.6% | -0.3% | -1.9% |
| 7D | -16.5% | -25.1% | +8.6% | 0.0% |
| 30D | -4.5% | -15.6% | +11.1% | +5.8% |
| 3M | +8.5% | +2.7% | +5.8% | +5.3% |
| 6M | -3.3% | -3.8% | +0.5% | -3.7% |
| YTD | +55.7% | +61.8% | -6.1% | +7.9% |
| 1Y | +82.0% | +71.4% | +10.7% | +21.1% |
| 3Y | +62.5% | -20.7% | +83.2% | +70.4% |
| 5Y | +223.9% | -11.5% | +235.4% | +222.9% |
| 10Y | +64.2% | +10.2% | +54.0% | -25.8% |
| All | +147.8% | +41.4% | +106.4% | +13.6% |
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