+263.6%
SAP vs PR
+160.5%
+103.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -6.5% | +10.8% | +4.5% |
| 7D | +1.3% | -12.1% | +13.4% | +1.8% |
| 30D | +15.5% | +0.9% | +14.6% | +15.5% |
| 3M | +22.8% | +10.1% | +12.7% | +22.2% |
| 6M | +42.5% | +1.1% | +41.4% | +42.2% |
| YTD | +0.5% | +63.7% | -63.1% | -1.9% |
| 1Y | -5.9% | +87.0% | -93.0% | -8.8% |
| 3Y | +79.5% | +70.7% | +8.8% | +73.8% |
| 5Y | +75.3% | +246.8% | -171.5% | +63.1% |
| 10Y | +228.9% | +72.6% | +156.3% | +222.4% |
| All | +263.6% | +160.5% | +103.1% | +250.0% |
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