+228.4%
SAP vs PR
+62.9%
+165.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.9% | +6.3% | +1.6% |
| 7D | +4.0% | -16.5% | +20.6% | +4.8% |
| 30D | +15.7% | -4.5% | +20.2% | +15.9% |
| 3M | +23.4% | +8.5% | +14.9% | +22.9% |
| 6M | +41.3% | -3.3% | +44.6% | +41.2% |
| YTD | +2.0% | +55.7% | -53.7% | -0.3% |
| 1Y | -5.1% | +82.0% | -87.1% | -7.9% |
| 3Y | +82.1% | +62.5% | +19.7% | +76.6% |
| 5Y | +77.2% | +223.9% | -146.8% | +65.1% |
| All | +228.4% | +62.9% | +165.5% | +226.5% |
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