-5.9%
SAP vs PR
+87.5%
-93.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -6.5% | +10.8% | +2.9% |
| 7D | +1.3% | -12.1% | +13.4% | -1.1% |
| 30D | +15.5% | +0.9% | +14.6% | +16.0% |
| 3M | +22.8% | +10.1% | +12.7% | +26.5% |
| 6M | +42.5% | +1.1% | +41.4% | +42.6% |
| YTD | +0.5% | +63.7% | -63.1% | +17.6% |
| 1Y | -5.9% | +87.0% | -93.0% | +12.4% |
| All | -5.9% | +87.5% | -93.4% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1y: compounded portfolio wealth divided by compounded PR 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…
1y analysis · Full analysis span regression · 6 months rolling