-48.1%
SMR vs PR
+183.4%
-231.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -5.0% | -4.4% |
| 7D | -2.8% | -9.5% | +6.7% | +0.7% |
| 30D | -27.5% | -5.7% | -21.8% | -26.2% |
| 3M | -43.1% | +3.0% | -46.1% | -44.0% |
| 6M | -58.4% | +11.8% | -70.2% | -60.7% |
| YTD | -63.2% | +58.5% | -121.6% | -70.1% |
| 1Y | -81.6% | +69.9% | -151.5% | -85.6% |
| 3Y | +149.8% | +84.9% | +64.9% | +88.1% |
| All | -48.1% | +183.4% | -231.5% | -66.3% |
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