+214.8%
SAP vs PR
+66.0%
+148.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.9% | -6.1% | -4.2% |
| 7D | -0.7% | -16.4% | +15.7% | 0.0% |
| 30D | +11.1% | -1.9% | +13.0% | +11.1% |
| 3M | +17.0% | +8.0% | +9.1% | +16.6% |
| 6M | +34.8% | +4.1% | +30.7% | +34.4% |
| YTD | -2.2% | +58.7% | -60.9% | -4.5% |
| 1Y | -6.4% | +75.8% | -82.3% | -9.1% |
| 3Y | +75.1% | +73.2% | +2.0% | +69.4% |
| 5Y | +69.8% | +230.1% | -160.3% | +58.2% |
| All | +214.8% | +66.0% | +148.8% | +212.7% |
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