+222.9%
SAP vs PR
+66.7%
+156.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.7% |
| 7D | +1.6% | -12.4% | +14.0% | +2.1% |
| 30D | +10.5% | -6.6% | +17.1% | +10.8% |
| 3M | +15.2% | +7.5% | +7.7% | +14.7% |
| 6M | +36.7% | +10.8% | +25.9% | +35.9% |
| YTD | -0.6% | +57.0% | -57.6% | -2.8% |
| 1Y | -4.1% | +67.9% | -72.1% | -6.6% |
| 3Y | +73.2% | +87.6% | -14.3% | +67.0% |
| 5Y | +74.1% | +220.4% | -146.3% | +62.4% |
| 10Y | +222.9% | +64.8% | +158.1% | +221.6% |
| All | +222.9% | +66.7% | +156.2% | +221.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling