+415.3%
PR vs STT
+145.1%
+270.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +15.4% |
| 3M | +16.9% | +20.0% | -3.1% | +5.0% |
| 6M | +28.2% | +55.3% | -27.1% | -1.5% |
| YTD | +69.3% | +53.3% | +16.0% | +30.2% |
| 1Y | +69.5% | +74.7% | -5.2% | +19.7% |
| 3Y | +81.7% | +205.8% | -124.1% | -9.1% |
| All | +415.3% | +145.1% | +270.2% | +161.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling