-85.6%
SMR vs PR
+87.5%
-173.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -6.5% | +2.1% | -6.3% |
| 7D | -9.5% | -12.1% | +2.6% | -12.8% |
| 30D | -33.2% | +0.9% | -34.1% | -32.5% |
| 3M | -45.9% | +10.1% | -56.1% | -43.1% |
| 6M | -57.9% | +1.1% | -59.0% | -56.0% |
| YTD | -63.8% | +63.7% | -127.5% | -60.3% |
| 1Y | -85.6% | +87.0% | -172.6% | -81.9% |
| All | -85.6% | +87.5% | -173.1% | -81.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling