+79.3%
PR vs STT
+207.1%
-127.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | +2.9% | +0.5% | +2.4% | +2.6% |
| 30D | +18.0% | +3.9% | +14.2% | +15.7% |
| 3M | +16.9% | +20.0% | -3.1% | +6.1% |
| 6M | +28.2% | +55.3% | -27.1% | -0.1% |
| YTD | +69.3% | +53.3% | +16.0% | +31.9% |
| 1Y | +69.5% | +74.7% | -5.2% | +20.4% |
| All | +79.3% | +207.1% | -127.8% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 3y: compounded portfolio wealth divided by compounded STT 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…
3y analysis · Full analysis span regression · 6 months rolling