+225.8%
SAP vs PR
+169.5%
+56.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.8% |
| 7D | -2.9% | +2.9% | -5.8% | -3.0% |
| 30D | +9.0% | +18.0% | -9.0% | +8.3% |
| 3M | +14.9% | +16.9% | -1.9% | +14.1% |
| 6M | +11.9% | +28.2% | -16.3% | +10.5% |
| YTD | -9.9% | +69.3% | -79.2% | -12.2% |
| 1Y | -19.5% | +69.5% | -89.0% | -21.6% |
| 3Y | +61.8% | +81.7% | -19.9% | +56.2% |
| 5Y | +56.2% | +422.2% | -366.1% | +43.3% |
| 10Y | +180.6% | +110.4% | +70.2% | +174.3% |
| All | +225.8% | +169.5% | +56.4% | +213.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling