+20.3%
SGOV vs PR
+2,580.4%
-2,560.2%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +0.1% | -0.2% | +0.2% | +0.1% |
| 30D | +0.3% | +10.4% | -10.1% | +0.3% |
| 3M | +0.9% | +21.1% | -20.2% | +0.9% |
| 6M | +1.8% | +28.8% | -26.9% | +1.9% |
| YTD | +2.5% | +71.8% | -69.3% | +2.5% |
| 1Y | +3.8% | +73.3% | -69.5% | +3.8% |
| 3Y | +14.4% | +85.9% | -71.5% | +14.4% |
| 5Y | +20.1% | +421.8% | -401.6% | +20.2% |
| All | +20.3% | +2,580.4% | -2,560.2% | +20.3% |
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